vars

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: http://cran.r-project.org/web/packages)


References in zbMATH (referenced in 21 articles , 1 standard article )

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  1. Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel: Forecasting compositional risk allocations (2019)
  2. Mair, Patrick: Modern psychometrics with R (2018)
  3. Auda, Hend; Attia, Hend: Comparative ARIMA models for age-specific fertility rates (2017)
  4. Fan, Jianqing; Yao, Qiwei: The elements of financial econometrics (2017)
  5. McLeod, A. I.: Book review of: G. T. Wilson et al., Models for dependent time series. (2017)
  6. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2016)
  7. Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; Jelic, Ranko: Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (2016)
  8. Vijverberg, Chu-Ping C.; Vijverberg, Wim P. M.; Taşpınar, Süleyman: Linking Tukey’s legacy to financial risk measurement (2016)
  9. Çetinkaya, Elçin; Thiele, Aurélie: Data-driven portfolio management with quantile constraints (2015)
  10. Alexander Kowarik; Angelika Meraner; Matthias Templ; Daniel Schopfhauser: Seasonal Adjustment with the R Packages x12 and x12GUI (2014) not zbMATH
  11. Nagarajan, Radhakrishnan; Scutari, Marco; Lèbre, Sophie: Bayesian networks in R. With applications in systems biology (2013)
  12. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2013)
  13. Robinzonov, Nikolay; Tutz, Gerhard; Hothorn, Torsten: Boosting techniques for nonlinear time series models (2012)
  14. Bjorn Roelstraete; Yves Rosseel: FIAR: An R Package for Analyzing Functional Integration in the Brain (2011) not zbMATH
  15. Kim, Seoung Bum; Jitpitaklert, Weerawat; Sukchotrat, Thuntee: One-class classification-based control charts for monitoring autocorrelated multivariate processes (2010)
  16. Cowpertwait, Paul S. P.; Metcalfe, Andrew V.: Introductory time series with R (2009)
  17. Petris, Giovanni; Petrone, Sonia; Campagnoli, Patrizia: Dynamic linear models with R (2009)
  18. Achim Zeileis; Roger Koenker: Econometrics in R: Past, Present, and Future (2008) not zbMATH
  19. Bernhard Pfaff: VAR, SVAR and SVEC Models: Implementation Within R Package vars (2008) not zbMATH
  20. Kim, Donghoh; Paek, Seung-Hyun; Oh, Hee-Seok: A Hilbert-Huang transform approach for predicting cyber-attacks (2008)

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