svarlr
The svarlr python package contains functions to estimate structural vector autoregressions with long-run restriction. It includes functions for estimating multivariate vector autoregressions with long-run restrictions imposed, generating impulse response filters, series bootstrapping and generating minimum distance confidence intervals.
Thanks: Dr. Xuan Liu (East Carolina University)
Dr. Jay Hong (University of Pennsylvania)
1 maintainer
Release files for svarlr 0.0.1
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Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| svarlr-0.0.1.tar.gz | 3.4 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| svarlr-0.0.1-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 8.0 kB
Release files / svarlr-0.0.1.tar.gz
| Download URL | svarlr-0.0.1.tar.gz |
|---|---|
| Size | 3.4 kB |
| Tags | Source |
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Release files / svarlr-0.0.1-py3-none-any.whl
| Download URL | svarlr-0.0.1-py3-none-any.whl |
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| Size | 4.6 kB |
| Tags | Python 3 |
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