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Package Usage: cran: svars
Data-Driven Identification of SVAR Models
19 versions
Latest release: about 1 year ago
790 downloads last month
View more package details: https://packages.ecosyste.ms/registries/cran.r-project.org/packages/svars
Dependent Repos 1
VFCI/fevdid
R Package to identify structural VAR shocks using maximization of explained forecast error variances. Implemented to target either the time domain or frequency domain.- * DESCRIPTION
Size: 5.14 MB - Last synced: 1 day ago - Pushed: 2 days ago