squipbar/VARext: Provides extended functionality for VAR models

Provides ability to estimate VAR under parameter restriction by log-likelihood and perform associate hypthesis tests

Getting started

Package details

AuthorPhilip Barrett
MaintainerPhilip Barrett <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
squipbar/VARext documentation built on May 27, 2019, 7:27 a.m.