beyondWhittle (version 1.1.1)

VAR_regressor_matrix: VAR regressor matrix, see Section 2.2.3 in Koop and Korobilis (2010)

Description

VAR regressor matrix, see Section 2.2.3 in Koop and Korobilis (2010)

Usage

VAR_regressor_matrix(data, var.order)

Arguments