vars (Q16680)
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VAR Modelling
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | vars |
VAR Modelling |
Statements
2 December 2023
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Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR and SVEC models.
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expanded from: GPL (≥ 2) (English)
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Identifiers
25 December 2023
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