[R] vetor autoregressions and BVARs

From: Nirav Mehta <n.a.mehta-alumni_at_lse.ac.uk>
Date: Fri 23 Jul 2004 - 10:48:15 EST


I have not been able to find any programs for running vector autoregressions with R. I am interested in running Bayesian VARs and also running VARs that run all combinations of variables in the vector. Is anyone currently developing this?

-Nirav Mehta



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