common.irf.estimation {fnets}R Documentation

Blockwise VAR estimation under GDFM

Description

Blockwise VAR estimation under GDFM

Usage

common.irf.estimation(
  xx,
  Gamma_c,
  q,
  factor.var.order = NULL,
  max.var.order = NULL,
  trunc.lags,
  n.perm
)

[Package fnets version 0.1.6 Index]