GVARX (version 1.3)

getWhiteCOEFexo: Extract all-country coefficient estimates with White robust covariance.

Description

Extract all-country coefficient estimates with Newy-West robust covariance, and save them in a .csv file.

Usage

getWhiteCOEFexo(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.

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=getWhiteCOEFexo(out=mainOUTPUT)