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: 2026-09-25 07:39:12 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2023-01-29 23:50:02 UTC
RemoteUrl: https://github.com/cran/GVARX
RemoteRef: HEAD
RemoteSha: 654b622c954fec7a03a8d7cb544ffc170383aefe