GVARX: Perform Global Vector Autoregression Estimation and Inference

Light procedures for learning Global Vector Autoregression model (GVAR) of Pesaran, Schuermann and Weiner (2004) <doi:10.1198/073500104000000019> and Dees, di Mauro, Pesaran and Smith (2007) <doi:10.1002/jae.932>.

Version: 1.4
Depends: R (≥ 3.5.0), vars, xts
Imports: lmtest, lubridate, sandwich, strucchange, tsDyn, urca
Published: 2023-01-30
DOI: 10.32614/CRAN.package.GVARX
Author: Ho Tsung-wu
Maintainer: Ho Tsung-wu <tsungwu at ntnu.edu.tw>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: GVARX results


Reference manual: GVARX.pdf


Package source: GVARX_1.4.tar.gz
Windows binaries: r-devel: GVARX_1.4.zip, r-release: GVARX_1.4.zip, r-oldrel: GVARX_1.4.zip
macOS binaries: r-release (arm64): GVARX_1.4.tgz, r-oldrel (arm64): GVARX_1.4.tgz, r-release (x86_64): GVARX_1.4.tgz, r-oldrel (x86_64): GVARX_1.4.tgz
Old sources: GVARX archive


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