jpfitzinger/HierarchicalVAR: Hierarchical VAR Modelling

Hierarchical estimation procedure for highly parameterised VAR models.

Getting started

Package details

Maintainer
LicenseGPL
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("jpfitzinger/HierarchicalVAR")
jpfitzinger/HierarchicalVAR documentation built on Sept. 28, 2018, 9:07 a.m.