Perform the estimation and inference of stationary 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: | 1.1 |
Depends: | R (≥ 2.10), vars, xts |
Imports: | lmtest, lubridate, urca, sandwich, strucchange |
Published: | 2019-02-08 |
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_1.1.tar.gz |
Windows binaries: | r-devel: GVARX_1.1.zip, r-devel-gcc8: GVARX_1.1.zip, r-release: GVARX_1.1.zip, r-oldrel: GVARX_1.1.zip |
OS X binaries: | r-release: GVARX_1.1.tgz, r-oldrel: GVARX_1.1.tgz |
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