CRAN/E | GVARX

GVARX

Perform Global Vector Autoregression Estimation and Inference

Installation

About

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.

Key Metrics

Version 1.4
R ≥ 3.5.0
Published 2023-01-30 457 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks GVARX results

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Maintainer

Maintainer

Ho Tsung-wu

tsungwu@ntnu.edu.tw

Authors

Ho Tsung-wu

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

GVARX archive

Depends

R ≥ 3.5.0
vars
xts

Imports

lmtest
lubridate
sandwich
strucchange
tsDyn
urca