Summary of Bayesian GVAR
Output gives model information as well as some descriptive statistics on convergence properties, likelihood, serial autocorrelation in the errors and the average pairwise autocorrelation of cross-country residuals.
## S3 method for class 'bgvar' summary(object, ...)
object: An object of class bgvar....: Additional arguments.No return value.
bgvar to estimate a bgvar object. avg.pair.cc to compute average pairwise cross-country correlation of cross-country residuals separately. resid.corr.test to compute F-test on first-order autocorrelation of cross-country residuals separately.
Maximilian Boeck