common.irf.estimation {fnets} | R Documentation |
Blockwise VAR estimation under GDFM
Description
Blockwise VAR estimation under GDFM
Usage
common.irf.estimation(
xx,
Gamma_c,
q,
factor.var.order = NULL,
max.var.order = NULL,
trunc.lags,
n.perm
)
[Package fnets version 0.1.6 Index]