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------- VAR/BVAR functions ----------------
becm - BECM model estimates
becm_g - Gibbs sampling BECM estimates
becmf - BECM model forecasts
becmf_g - Gibbs sampling BECM forecasts
bvar - BVAR model estimates
bvar_g - Gibbs sampling BVAR estimates
bvarf - BVAR model forecasts
bvarf_g - Gibbs sampling BVAR forecasts
ecm - ECM model estimates
ecmf - ECM model forecasts
irf - impulse response functions
lratio - likelihood ratio tests for lag length
recm - RECM model
recm - Gibbs sampling RECM estimates
recmf - RECM model forecasts
recmf - Gibbs sampling RECM forecasts
rvar - RVAR model estimates
rvar_g - Gibbs sampling RVAR estimates
rvarf - RVAR model forecasts
rvarf_g - Gibbs sampling RVAR model forecasts
var - VAR model estimates
varf - VAR model forecasts
------- demonstration programs -----------
becm_d - BECM model demonstration
becm_gd - Gibbs sampling BECM model demonstration
becmf_d - becmf demonstration
becmf_gd - Gibbs sampling becmf_g demonstration
bvar_d - BVAR model demonstration
bvar_gd - Gibbs sampling BVAR model demonstration
bvarf_d - bvarf demonstration
bvarf_gd - Gibbs sampling bvarf_g demonstration
ecm_d - ECM model demonstration
ecmf_d - ecmf demonstration
irf_d - impulse response function demo
irf_d2 - impulse response function demo
lrratio_d - LR test for lag length
recm_d - RECM model demonstration
recm_d - Gibbs sampling RECM model demonstration
recmf_d - recmf demonstration
recmf_d - Gibbs sampling recmf_g demonstration
rvar_d - RVAR model demonstration
rvar_d - Gibbs sampling RVAR model demonstration
rvarf_d - rvarf demonstration
rvarf_d - Gibbs sampling rvarf_g demonstration
var_d - VAR model demonstration
varf_d - varf demonstration
------- support functions -----------
lrratio - LR test for lag length
prt_var - prints results var/bvar models
prt_varg - prints results gibbs var/bvar models
pftest - prints Granger F-tests
pgranger - prints Granger F-probabilities
mlag - does matrix var-type lags
lag - does regular lags
nclag - does lags for RVAR,RECM
scstd - does univariate AR for BVAR
ols - used for VAR estimation
theilbv - used for BVAR estimation
theilbf - used for BVAR, BECM forecasts
theil_g - used for Gibbs sampling models
rvarb - used by RVARF,RECMF
vare - used by VAR,BVAR,RVAR,RECM
johansen - used by all ECM models
prt_coint - used by prt_var for ECM models
vare - used by lrratio