GVARX
Perform Global Vector Autoregression Estimation and Inference
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.4 |
rolling source/ R- | GVARX_1.4.tar.gz |
131.4 KiB |
1.4 |
rolling linux/jammy R-4.5 | GVARX_1.4.tar.gz |
269.0 KiB |
1.4 |
rolling linux/noble R-4.5 | GVARX_1.4.tar.gz |
269.0 KiB |
1.4 |
latest source/ R- | GVARX_1.4.tar.gz |
131.4 KiB |
1.4 |
latest linux/jammy R-4.5 | GVARX_1.4.tar.gz |
269.0 KiB |
1.4 |
latest linux/noble R-4.5 | GVARX_1.4.tar.gz |
269.0 KiB |
1.4 |
2026-04-23 source/ R- | GVARX_1.4.tar.gz |
131.4 KiB |
1.4 |
2026-04-09 windows/windows R-4.5 | GVARX_1.4.zip |
271.9 KiB |
1.4 |
2025-04-20 source/ R- | GVARX_1.4.tar.gz |
131.4 KiB |