R package vars: VAR Modelling , Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR/SVEC models. (Source:

References in zbMATH (referenced in 14 articles )

Showing results 1 to 14 of 14.
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  1. Auda, Hend; Attia, Hend: Comparative ARIMA models for age-specific fertility rates (2017)
  2. Fan, Jianqing; Yao, Qiwei: The elements of financial econometrics (2017)
  3. McLeod, A. I.: Book review of: G. T. Wilson et al., Models for dependent time series. (2017)
  4. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2016)
  5. Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; Jelic, Ranko: Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (2016)
  6. Çetinkaya, Elçin; Thiele, Aurélie: Data-driven portfolio management with quantile constraints (2015)
  7. Alexander Kowarik; Angelika Meraner; Matthias Templ; Daniel Schopfhauser: Seasonal Adjustment with the R Packages x12 and x12GUI (2014)
  8. Adenomon, M. O.; Oyejola, B. A.: Impact of agriculture and industrialization on GDP in Nigeria: evidence from VAR and SVAR models (2013)
  9. Nagarajan, Radhakrishnan; Scutari, Marco; Lèbre, Sophie: Bayesian networks in R. With applications in systems biology (2013)
  10. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2013)
  11. Bjorn Roelstraete; Yves Rosseel: FIAR: An R Package for Analyzing Functional Integration in the Brain (2011)
  12. Kim, Seoung Bum; Jitpitaklert, Weerawat; Sukchotrat, Thuntee: One-class classification-based control charts for monitoring autocorrelated multivariate processes (2010)
  13. Petris, Giovanni; Petrone, Sonia; Campagnoli, Patrizia: Dynamic linear models with R (2009)
  14. Kim, Donghoh; Paek, Seung-Hyun; Oh, Hee-Seok: A Hilbert-Huang transform approach for predicting cyber-attacks (2008)