Nothing
GVAR: Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)
Estimate, test and simulate VECM and GVAR models, forcast and impulse response analysis.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Rainer Puhr <rainer.puhr@aon.at>, Klaus Rheinberger <Klaus.Rheinberger@fhv.at>, Martin Summer <Martin.Summer@oenb.at>, Martin.Feldkircher <Martin.Feldkircher@oenb.at> with contributions from Stefan Zeugner <Stefan.Zeugner@ulb.ac.be>. |
| Maintainer | Rainer Puhr <rainer.puhr@aon.at> |
| License | GPL (>= 2) |
| Version | 0.6 |
| URL | http://www.r-project.org |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the GVAR package in your browser
Any scripts or data that you put into this service are public.
