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VARshrink
serial.test_sh

serial.test_sh function

Test for serially correlated errors for VAR shrinkage estimate

VARshrink package Read PDF manual

Maintainer: Namgil Lee
License: GPL-3
Last published: 2019-10-09

Useful links

https://github.com/namgillee/VARshrink/issues/
https://github.com/namgillee/VARshrink/

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