GVARX (1.2)

Perform Global Vector Autoregression Estimation and Inference.

http://cran.r-project.org/web/packages/GVARX

Perform the estimation and inference of Global Vector Autoregression model (GVAR) of Pesaran, Schuermann and Weiner (2004) and Dees, di Mauro, Pesaran and Smith (2007) .

Maintainer: Ho Tsung-wu
Author(s): Ho Tsung-wu

License: GPL (>= 2)

Uses: lmtest, lubridate, sandwich, strucchange, tsDyn, urca, vars, xts

Released 2 months ago.