This is a modification of vars::BQ() for the class "varshrinkest".
BQ_sh(x)
An object of class "varshrinkest" obtained by VARshrink().
BQ
# NOT RUN { data(Canada, package = "vars") y <- diff(Canada) estim <- VARshrink(y, p = 2, type = "const", method = "ridge") BQ_sh(estim) # }
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