<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Perform Global Vector Autoregression Estimation and Inference</dc:title>
  <dc:title>R package GVARX version 1.4</dc:title>
  <dc:description>Light procedures for learning Global Vector Autoregression model (GVAR) of Pesaran, Schuermann and Weiner (2004) &lt;DOI:10.1198/073500104000000019&gt; and Dees, di Mauro, Pesaran and Smith (2007) &lt;DOI:10.1002/jae.932&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0),vars,xts</dc:relation>
  <dc:relation>Imports: lmtest, lubridate, sandwich, strucchange, tsDyn, urca</dc:relation>
  <dc:creator>Ho Tsung-wu &lt;tsungwu@ntnu.edu.tw&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Ho Tsung-wu</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2023-01-30</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=GVARX</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.GVARX</dc:identifier>
</oai_dc:dc>