GVARX (1.2)

Perform Global Vector Autoregression Estimation and Inference.


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.