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Granger Causality, Impulse Response, Variance Decomposition, and Forecasting in VAR using R
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Structural Vector Autoregression in R
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useR! 2020: BVAR Bayesian Vector Autoregressions w Hierarchical Prior Sel in R (N. Kuschnig), contr
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Lags, Differences, and Autocorrelation in R
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Econometrics - Estimating VAR model in R
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VAR Model Example in STATA
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