getWhiteCOEF: Extract country-specific LS coefficient estimates with White...

In GVARX: Perform Global Vector Autoregression Estimation and Inference

Extract country-specific LS coefficient estimates with White robust covariance.

Description

Extract country-specific LS coefficient estimates with White robust covariance.

Usage

getWhiteCOEF(out,sheet)

Arguments

out	A list object of estimation results generated by GVARest.
sheet	The number of country in out that is to be saved.

Value

coef	Country-specific coefficient estimates.

Author(s)

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Examples

data("PriceVol")
data("tradeweight1")
data("tradeweightx")
p=2
FLag=2
lag.max=15
type="const"
ic="SC"
weight.matrix=tradeweightx
mainOUTPUT = GVARest(data=PriceVol,p,lag.max,type,ic,weight.matrix)

COEF=getWhiteCOEF(out=mainOUTPUT,sheet=1)

GVARX documentation built on Feb. 16, 2023, 10:56 p.m.