GVARX (version 1.3)

getCOEFexo: All-country LS coefficient estimates.

Description

Extract all-country LS coefficient estimates.

Usage

getCOEFexo(out)

Value

coef

Country-specific coefficient estimates.

Arguments

out

A list object of estimation results generated by GVARest().

Author

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Details

Extract all-country LS coefficient estimates.

Examples

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)
#COEF=getCOEFexo(out=mainOUTPUT)