Man pages for joergrieger/ltvar
Estimates Latent Threshold VAR Model
| compute_impulse_responses | Function to draw one single path for the impulse-response... |
| forecast | forecasting using an ltvar model |
| forecast.ltvar | forecasting using an ltvar model |
| fSampLT | sample the latent thresholds |
| fSampSPG | samples sigma, phi and gamma for stochastic volatility... |
| fSVSamp | implements multi-move sampler for SV model |
| impulse_response | impulse-responses for latent threshold VARs |
| impulse_response.ltvar | Impulse-responses for latent threshold VARs. |
| jpdata | Japanese Macroeconomic data |
| ltvar | MCMC computation of latent-threshold models. |
