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  "Title": "Perform Global Vector Autoregression Estimation and Inference",
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  "Date": "2023-1-30",
  "Author": "Ho Tsung-wu",
  "Maintainer": "Ho Tsung-wu <tsungwu@ntnu.edu.tw>",
  "Description": "Light procedures for learning Global Vector Autoregression\nmodel (GVAR) of Pesaran, Schuermann and Weiner (2004)\n<DOI:10.1198/073500104000000019> and Dees, di Mauro, Pesaran\nand Smith (2007) <DOI:10.1002/jae.932>.",
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        "Mexico",
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    {
      "page": "averageCORgvar",
      "title": "Comparing average residual correlations.",
      "topics": [
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    {
      "page": "averageCORgvecm",
      "title": "Comparing average residual correlations of GVECM and VECM.",
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    {
      "page": "getCOEF",
      "title": "Return country-specific standard LS coefficient estimates.",
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    {
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      "title": "All-country LS coefficient estimates.",
      "topics": [
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    },
    {
      "page": "getNWCOEF",
      "title": "Extract country-specific LS coefficient estimates with Newy-West robust covariance.",
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    },
    {
      "page": "getNWCOEFexo",
      "title": "Extract all-country coefficient estimates with Newy-West robust covariance.",
      "topics": [
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    },
    {
      "page": "getWhiteCOEF",
      "title": "Extract country-specific LS coefficient estimates with White robust covariance.",
      "topics": [
        "getWhiteCOEF"
      ]
    },
    {
      "page": "getWhiteCOEFexo",
      "title": "Extract all-country coefficient estimates with White robust covariance.",
      "topics": [
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    },
    {
      "page": "GVAR_Ft",
      "title": "Function to generate foreign variables",
      "topics": [
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    },
    {
      "page": "GVAR_GF",
      "title": "Compute the structural coefficients matrices G0, G1, G2, and F1, F2",
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        "GVAR_GF"
      ]
    },
    {
      "page": "GVARest",
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    },
    {
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      "title": "Compute the structural coefficients matrices G0, G1, G2, and F1, F2",
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    },
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      "title": "Estimate country-specific Engle-Granger VECM in a Global VECM setting",
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        "GVECMest"
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