VARshrink (Q143158)

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Shrinkage Estimation Methods for Vector Autoregressive Models
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English
VARshrink
Shrinkage Estimation Methods for Vector Autoregressive Models

    Statements

    instance of
    R package
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    last update
    9 October 2019
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    software version identifier
    0.3.1
    publication date
    9 October 2019
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    author
    Namgil Lee
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    Sung-ho Kim
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    maintained by
    Namgil Lee
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    imports
    stats
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    MASS
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    vars
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    ars
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    corpcor
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    strucchange
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    mvtnorm
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    CRAN project
    VARshrink
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    programmed in
    R
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    depends on software
    R
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