Package: GVARX
Type: Package
Title: Perform Global Vector Autoregression Estimation and Inference
Version: 1.3
Date: 2020-2-17
Author: Ho Tsung-wu
Maintainer: Ho Tsung-wu <tsungwu@ntnu.edu.tw>
Description: Perform the estimation and inference of 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 (>= 3.5.0),vars,xts
Imports: lmtest, lubridate, urca, sandwich, strucchange, tsDyn
NeedsCompilation: no
Packaged: 2020-02-17 01:21:00 UTC; tsungwu
Repository: CRAN
Date/Publication: 2020-02-17 05:30:06 UTC
