Skip to main content

A package to estimate structural vector autoregression models with a long-run restriction

Project description

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)

Project details


Release history Release notifications

This version

0.0.1

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for svarlr, version 0.0.1
Filename, size File type Python version Upload date Hashes
Filename, size svarlr-0.0.1-py3-none-any.whl (4.6 kB) File type Wheel Python version py3 Upload date Hashes View hashes
Filename, size svarlr-0.0.1.tar.gz (3.4 kB) File type Source Python version None Upload date Hashes View hashes

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page