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Maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics, forecasting and simulations. Applying general linear constraints to the autoregressive parameters is supported. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>.
Package details 


Author  Savi Virolainen [aut, cre] 
Maintainer  Savi Virolainen <[email protected]> 
License  GPL3 
Version  1.0.3 
Package repository  View on CRAN 
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