All-country LS coefficient estimates.
Extract all-country LS coefficient estimates.
getCOEFexo(out)
out |
A list object of estimation results generated by GVARest(). |
Extract all-country LS coefficient estimates.
coef |
Country-specific coefficient estimates. |
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
data("PriceVol")
data("tradeweight1")
data("tradeweightx")
p=2
FLag=2
lag.max=15
type="const"
ic="SC"
weight.matrix=tradeweightx
mainOUTPUT = GVARest(data=PriceVol,p,FLag,lag.max,type,ic,weight.matrix)
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