Package: GVARX
Type: Package
Title: Perform Global Vector Autoregression Estimation and Inference
Version: 1.4
Date: 2023-1-30
Author: Ho Tsung-wu
Maintainer: Ho Tsung-wu <tsungwu@ntnu.edu.tw>
Description: 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>.
License: GPL (>= 2)
LazyData: TRUE
LazyLoad: yes
Depends: R (>= 3.5.0),vars,xts
Imports: lmtest, lubridate, sandwich, strucchange, tsDyn, urca
NeedsCompilation: no
Packaged: 2023-01-30 00:31:03 UTC; badal
Repository: CRAN
Date/Publication: 2023-01-30 00:50:02 UTC
Built: R 4.6.0; ; 2026-04-28 18:13:56 UTC; unix
