pvarfeols | R Documentation |
This function estimates a stationary PVAR with fixed effects.
pvarfeols( dependent_vars, lags, exog_vars, transformation = c("demean"), data, panel_identifier = c(1, 2) )
dependent_vars |
Dependent variables |
lags |
Number of lags of dependent variables |
exog_vars |
Exogenous variables |
transformation |
Demeaning |
data |
Data set |
panel_identifier |
Vector of panel identifiers |
data(Cigar) ex1_feols <- pvarfeols(dependent_vars = c("log_sales", "log_price"), lags = 1, exog_vars = c("cpi"), transformation = "demean", data = Cigar, panel_identifier= c("state", "year")) summary(ex1_feols)
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