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 |
Please use the canonical form https://CRAN.R-project.org/package=GVARX to link to this page.