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BigVAR
VARXLagCons
VARXLagCons function
Construct a VAR or VARX lag matrix
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BigVAR package
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Maintainer: Will Nicholson
License: GPL (>= 2)
Last published: 2023-01-09
Useful links
https://github.com/wbnicholson/BigVAR/issues
https://github.com/wbnicholson/BigVAR