Package: GVARX
Type: Package
Title: Perform Stationary Global Vector Autoregression Estimation and
        Inference
Version: 1.1
Date: 2019-02-05
Author: Ho Tsung-wu
Maintainer: Ho Tsung-wu <tsungwu@ntnu.edu.tw>
Description: 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>.
License: GPL (>= 2)
LazyData: TRUE
LazyLoad: yes
Depends: R (>= 2.10),vars,xts
Imports: lmtest, lubridate, urca, sandwich, strucchange
NeedsCompilation: no
Packaged: 2019-02-04 06:26:08 UTC; tsungwu
Repository: CRAN
Date/Publication: 2019-02-08 15:53:28 UTC
