Man pages for panelvar
Panel Vector Autoregression

abdataEmployment UK data
Andrews_Lu_MMSCAndrews Lu MMSC Criteria based on Hansen-J-Statistic
bootstrap_irfEmpirical estimation of PVAR Impulse Response Confidence...
CigarCigar data
coef.pvarfeolsExtract PVARFEOLS(p) Model Coefficients
coef.pvargmmExtract PVAR(p) Model Coefficients
coef.pvarhkExtract PVARHK(p) Model Coefficients
DahlbergSwedish municipalities data
ex1_dahlberg_dataDahlberg results example 1
ex1_dahlberg_data_bsDahlberg bootstrap results example 1
ex2_nlswork2_data_bsNLS Work 2 bootstrap results example 2
ex3_abdataExample results for Employment UK data
extractExtract Coefficients and GOF Measures from a Statistical...
fevd_orthogonalForcast Error Variance Decomposition for PVAR
fixedeffectsExtracting Fixed Effects
girfGeneralized Impulse Response Function
hansen_j_testSargan-Hansen-J-Test for Overidentification
knit_print.pvarfeolsKnit Print Method for pvarfeols
knit_print.pvargmmKnit Print Method for pvargmm
knit_print.pvarhkKnit Print Method for pvarhk
knit_print.summary.pvarfeolsKnit Print summary Method
knit_print.summary.pvargmmKnit Print summary Method
knit_print.summary.pvarhkKnit Print summary Method
nlswork2NLS Work 2 data
oirfOrthogonal Impulse Response Function
plot.pvarstabilityS3 plot method for pvarstability object, returns a 'ggplot'...
print.pvarfeolsS3 Print Method for pvarfeols
print.pvargmmS3 Print Method for pvargamm
print.pvarhkS3 Print Method for pvarhk
print.pvarstabilityS3 print method for pvarstability object
print.summary.pvarfeolsS3 Print Method for summary.pvarfeols
print.summary.pvargmmS3 Print Method for summary.pvargmm
print.summary.pvarhkS3 Print Method for summary.pvarhk
pvalueP-value S3 Method
pvarfeolsFixed Effects Estimator for PVAR Model
pvargmmGMM Estimation of Panel VAR Models
pvarhkHahn Kuehrsteiner Estimator for PVAR Model
seStandard Error S3 Method
stabilityStability of PVAR(p) model
summary.pvarfeolsS3 Summary Method for pvarfeols
summary.pvargmmS3 Summary Method for pvargmm
summary.pvarhkS3 Summary Method for pvarhk
panelvar documentation built on Jan. 28, 2021, 1:09 a.m.