VARsignR: Sign Restrictions, Bayesian, Vector Autoregression Models
Version 0.1.3

Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.

Package details

AuthorChristian Danne [aut, cre]
Date of publication2015-12-21 08:54:51
MaintainerChristian Danne <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the VARsignR package in your browser

Any scripts or data that you put into this service are public.

VARsignR documentation built on May 29, 2017, 6:20 p.m.