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Grocer
Kalman filter estimation >>
Grocer
>> Automatic estimation
Automatic estimation
auto_test
—
build specification tests function and vector of names
automatic
—
automatic general to specific regression
automatic_signed
—
automatic general to specific regression with sign constraints on coefficients
autovar2var
—
transforms VAR taken from Automatic estimation into a standard VAR
test_spec0
—
five specification tests
test_varspec0
—
three default specification tests for VAR estimation
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<< GARCH models
Grocer
Kalman filter estimation >>