VAR estimations

• Hetero_TVP_VAR — Time varying structural VAR
• Hetero_TVP_VAR1 — Time varying structural VAR
• Hetero_TVP_VAR_irf — IRF for a Time varying structural VAR
• Hetero_TVP_VAR_stdresid — standard deviations of residuals for a Time varying structural VAR
• 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
• rolirf — Calculates Impulse Response Function for rolling VAR
• rolvar — computes rolling VAR
• rolvar_granger — Granger (non-)causality tests for a rolling VAR
• scstd — determines bvar function scaling factor
• theilbv — Performs Theil-Goldberger for theilbv model
• tvp_var_diagnos — computes MCMC convergence diagnostics for TVP VAR
• tvp_var_diagnos_all — computes MCMC convergence diagnostics for all TVP VAR parmaeters
• tvp_var_diagnos_hyperp — computes MCMC convergence diagnostics for TVP VAR hyperparameters
• tvpvar_prior0 — returns prior tlist needed by Hetero_TVP_VAR function
• var1 — estimates a VAR model (low level)
• vare — residuals from a VAR estimation
• varf — VAR forecasting
• vargranger — Granger (non-)causality tests from a VAR
• varwithfac — estimation of a VAR models with exogenous factors