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
Browse package contents
Package details |
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| Author | Philip Barrett |
| Maintainer | Philip Barrett <pobarrett@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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