check_gmvar

object

<p>what is the name of the object that should of class 'gmvar'?</p>

object_name

<p><code>check_gmvar</code> checks that the object has class attribute 'gmvar'.</p>

internal

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function and generalized
forecast error variance decomposition.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

check_gmvar: Checks whether the given object has class attribute 'gmvar'

Description

Usage

Arguments

Value