Sign Restrictions, Bayesian, Vector Autoregression Models

Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.


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Reference manual

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install.packages("VARsignR")

0.1.3 by Christian Danne, 3 years ago


Browse source code at https://github.com/cran/VARsignR


Authors: Christian Danne [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 3) license


Imports HI, minqa, mvnfast, utils, stats, methods, grDevices, graphics

Suggests knitr

System requirements: gcc (>= 4.0)


See at CRAN