macroshock 0.2.3__tar.gz → 0.2.4__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {macroshock-0.2.3/src/macroshock.egg-info → macroshock-0.2.4}/PKG-INFO +6 -5
- {macroshock-0.2.3 → macroshock-0.2.4}/README.md +5 -4
- {macroshock-0.2.3 → macroshock-0.2.4}/pyproject.toml +1 -1
- {macroshock-0.2.3 → macroshock-0.2.4/src/macroshock.egg-info}/PKG-INFO +6 -5
- {macroshock-0.2.3 → macroshock-0.2.4}/LICENSE +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/setup.cfg +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/__init__.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/bootstrap.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/data.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/fc.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/fevd.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/identification.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/irf.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/macroshock.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/plotting.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/stats.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock/var.py +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock.egg-info/SOURCES.txt +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock.egg-info/dependency_links.txt +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock.egg-info/requires.txt +0 -0
- {macroshock-0.2.3 → macroshock-0.2.4}/src/macroshock.egg-info/top_level.txt +0 -0
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Metadata-Version: 2.4
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Name: macroshock
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Version: 0.2.
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Version: 0.2.4
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Summary: Powerful time series econometrics for Structural Vector Autoregressions (SVAR)
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Author-email: Patricio Arias <patoariaslopez2@gmail.com>
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License: MIT License
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## Main Features
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* **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
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|Description|Input in SVAR|
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|Constant, trend and quadratic trend
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|Exogenous variables
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|Seasonal dummies (quarterly or monthly)
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|Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`)
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|Constant, trend and quadratic trend.|`const`|
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|Exogenous variables.|`data_exogenous`,`variables_exogenous`|
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|Seasonal dummies (quarterly or monthly).|`DUM`|
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|Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).|`restrictions`, `R`|
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* **Four structural identification methods**:
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|Method|Description|
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## Main Features
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* **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
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|Description|Input in SVAR|
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|-|-|
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|Constant, trend and quadratic trend
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|Exogenous variables
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|Seasonal dummies (quarterly or monthly)
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|Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`)
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|Constant, trend and quadratic trend.|`const`|
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|Exogenous variables.|`data_exogenous`,`variables_exogenous`|
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|Seasonal dummies (quarterly or monthly).|`DUM`|
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|Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).|`restrictions`, `R`|
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* **Four structural identification methods**:
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|Method|Description|
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Metadata-Version: 2.4
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Name: macroshock
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-
Version: 0.2.
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Version: 0.2.4
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Summary: Powerful time series econometrics for Structural Vector Autoregressions (SVAR)
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Author-email: Patricio Arias <patoariaslopez2@gmail.com>
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License: MIT License
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## Main Features
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* **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
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|Description|Input in SVAR|
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|-|-|
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|Constant, trend and quadratic trend
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|Exogenous variables
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|Seasonal dummies (quarterly or monthly)
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|Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`)
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|Constant, trend and quadratic trend.|`const`|
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|Exogenous variables.|`data_exogenous`,`variables_exogenous`|
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|Seasonal dummies (quarterly or monthly).|`DUM`|
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|Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).|`restrictions`, `R`|
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* **Four structural identification methods**:
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