VAR_regressor_matrix: VAR regressor matrix, see Section 2.2.3 in Koop and Korobilis...

View source: R/varma.R

VAR_regressor_matrixR Documentation

VAR regressor matrix, see Section 2.2.3 in Koop and Korobilis (2010)

Description

VAR regressor matrix, see Section 2.2.3 in Koop and Korobilis (2010)

Usage

VAR_regressor_matrix(data, var.order)

beyondWhittle documentation built on April 3, 2025, 7:49 p.m.