svars (Q54009)

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Data-Driven Identification of SVAR Models
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English
svars
Data-Driven Identification of SVAR Models

    Statements

    instance of
    R package
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    last update
    6 February 2023
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    software version identifier
    1.3.11
    publication date
    6 February 2023
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    author
    Alexander Lange
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    Bernhard Dalheimer
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    Helmut Herwartz
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    Simone Maxand
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    imports
    ggplot2
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    methods
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    expm
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    reshape2
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    copula
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    clue
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    pbapply
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    steadyICA
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    DEoptim
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    zoo
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    strucchange
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    Rcpp
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    programmed in
    R
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    depends on software
    R
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    vars
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    Identifiers

    swMATH work ID
    38309
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    CRAN project
    svars
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