Metadata-Version: 2.4
Name: hfhvar
Version: 0.1.1
Summary: HF-HVAR / HF-SVAR estimation and impulse responses with residual bootstrap
Author: Fulvio Corsi, Luigi Longo, Francesco Cordoni
License: MIT
Project-URL: Homepage, https://github.com/l-longo/hfhvar
Project-URL: Issues, https://github.com/l-longo/hfhvar/issues
Keywords: VAR,HVAR,SVAR,macro,econometrics,time-series
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Intended Audience :: Science/Research
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
Requires-Python: >=3.10
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy>=1.23
Requires-Dist: scipy>=1.10
Requires-Dist: pandas>=1.5
Requires-Dist: matplotlib>=3.7
Requires-Dist: statsmodels>=0.14
Provides-Extra: dev
Requires-Dist: pytest>=7; extra == "dev"
Requires-Dist: ruff>=0.5; extra == "dev"
Requires-Dist: mypy>=1.6; extra == "dev"
Requires-Dist: tqdm>=4.0; extra == "dev"
Dynamic: license-file

# hfhvar

HF-HVAR / HF-SVAR estimation and impulse responses with residual bootstrap (Python).
