fnets (version 0.1.6)

yw.ic: Information criterion for factor-adjusted VAR estimation

Description

Information criterion for factor-adjusted VAR estimation

Usage

yw.ic(
  xx,
  method = c("lasso", "ds"),
  lambda.max = NULL,
  var.order = 1,
  penalty = NULL,
  path.length = 10,
  q = 0,
  kern.bw = NULL
)