package mosumfvar installable via
devtools::install_github("https://github.com/Dom-Owens-UoB/mosumfvar")
requires
devtools::install_github("https://github.com/Dom-Owens-UoB/VAR_MOSUM", subdir = "mosumvar")
-
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data segmentation and forecasting for VAR-driven factor models
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Dom-Owens-UoB/mosumfvar
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data segmentation and forecasting for VAR-driven factor models
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