Part XI. VAR estimations

Table of Contents

VAR — estimates a VAR model
becm — performs bayesian error correction model estimation
bvar — performs bayesian VAR estimation
bvar1 — low level estimation of a bayesian VAR model
ecm — performs error correction model estimation
irf — Calculates Impulse Response Function for VAR
irf0 — Low-level Impulse Response function
irf_asy — asymptotic Impulse Response function for VAR
irf_mc1 — Monte-Carlo Impulse Response function for VAR
scstd — determines bvar function scaling factor
theilbv — Performs Theil-Goldberger for theilbv model
var1 — estimates a VAR model (low level)
vare — residuals from a VAR estimation
varf — VAR forecasting