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Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.
Package details |
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Author | Christian Danne [aut, cre] |
Maintainer | Christian Danne <dannec@tcd.ie> |
License | GPL (>= 3) |
Version | 0.1.3 |
Package repository | View on CRAN |
Installation |
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