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bashtage / arch Public

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ENH: Add VAR-HAC long-run covariance estimation#363

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bashtage wants to merge 8 commits into

mainbashtage/arch:mainfrom

varhacbashtage/arch:varhacCopy head branch name to clipboard

Conversation Commits8 (8)Checks Files changed

Open

ENH: Add VAR-HAC long-run covariance estimation#363
bashtage wants to merge 8 commits into
mainfrom
varhac

Commits

Commits on Mar 31, 2020

ENH: Add VARHAC and PWRC
bashtage
committed
More work on VARHAC
bashtage
committed
COntinue working on varhac
bashtage
committed
Closer
bashtage
committed
A bit more
bashtage
committed
Improve estimator
bashtage
committed
REF: Restructure
bashtage
committed

Commits on Apr 2, 2020

More work and tests
bashtage
committed

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