abdata |
Employment UK data |
Andrews_Lu_MMSC |
Andrews Lu MMSC Criteria based on Hansen-J-Statistic |
Andrews_Lu_MMSC.pvargmm |
Andrews Lu MMSC Criteria based on Hansen-J-Statistic |
bootstrap_irf |
Empirical estimation of PVAR Impulse Response Confidence Bands |
bootstrap_irf.pvarfeols |
Empirical estimation of PVAR Impulse Response Confidence Bands |
bootstrap_irf.pvargmm |
Empirical estimation of PVAR Impulse Response Confidence Bands |
Cigar |
Cigar data |
coef.pvarfeols |
Extract PVARFEOLS(p) Model Coefficients |
coef.pvargmm |
Extract PVAR(p) Model Coefficients |
coef.pvarhk |
Extract PVARHK(p) Model Coefficients |
Dahlberg |
Swedish municipalities data |
ex1_dahlberg_data |
Dahlberg results example 1 |
ex1_dahlberg_data_bs |
Dahlberg bootstrap results example 1 |
ex2_nlswork2_data_bs |
NLS Work 2 bootstrap results example 2 |
ex3_abdata |
Example results for Employment UK data |
extract |
Extract Coefficients and GOF Measures from a Statistical Object |
extract.pvarfeols |
Extract Coefficients and GOF Measures from a Statistical Object |
extract.pvargmm |
Extract Coefficients and GOF Measures from a Statistical Object |
extract.pvarhk |
Extract Coefficients and GOF Measures from a Statistical Object |
fevd_orthogonal |
Forcast Error Variance Decomposition for PVAR |
fevd_orthogonal.pvarfeols |
Forcast Error Variance Decomposition for PVAR |
fevd_orthogonal.pvargmm |
Forcast Error Variance Decomposition for PVAR |
fixedeffects |
Extracting Fixed Effects |
fixedeffects.pvargmm |
Extracting Fixed Effects |
girf |
Generalized Impulse Response Function |
girf.pvargmm |
Generalized Impulse Response Function |
hansen_j_test |
Sargan-Hansen-J-Test for Overidentification |
hansen_j_test.pvargmm |
Sargan-Hansen-J-Test for Overidentification |
knit_print.pvarfeols |
Knit Print Method for pvarfeols |
knit_print.pvargmm |
Knit Print Method for pvargmm |
knit_print.pvarhk |
Knit Print Method for pvarhk |
knit_print.summary.pvarfeols |
Knit Print summary Method |
knit_print.summary.pvargmm |
Knit Print summary Method |
knit_print.summary.pvarhk |
Knit Print summary Method |
nlswork2 |
NLS Work 2 data |
oirf |
Orthogonal Impulse Response Function |
plot.pvarstability |
S3 plot method for pvarstability object, returns a 'ggplot' object |
print.pvarfeols |
S3 Print Method for pvarfeols |
print.pvargmm |
S3 Print Method for pvargamm |
print.pvarhk |
S3 Print Method for pvarhk |
print.pvarstability |
S3 print method for pvarstability object |
print.summary.pvarfeols |
S3 Print Method for summary.pvarfeols |
print.summary.pvargmm |
S3 Print Method for summary.pvargmm |
print.summary.pvarhk |
S3 Print Method for summary.pvarhk |
pvalue |
P-value S3 Method |
pvalue.pvarfeols |
P-value S3 Method |
pvalue.pvargmm |
P-value S3 Method |
pvalue.pvarhk |
P-value S3 Method |
pvarfeols |
Fixed Effects Estimator for PVAR Model |
pvargmm |
GMM Estimation of Panel VAR Models |
pvarhk |
Hahn Kuehrsteiner Estimator for PVAR Model |
residuals_level |
Extracting Level Residuals |
residuals_level.pvargmm |
Extracting Level Residuals |
se |
Standard Error S3 Method |
se.pvarfeols |
Standard Error S3 Method |
se.pvargmm |
Standard Error S3 Method |
se.pvarhk |
Standard Error S3 Method |
stability |
Stability of PVAR(p) model |
stability.pvarfeols |
Stability of PVAR(p) model |
stability.pvargmm |
Stability of PVAR(p) model |
summary.pvarfeols |
S3 Summary Method for pvarfeols |
summary.pvargmm |
S3 Summary Method for pvargmm |
summary.pvarhk |
S3 Summary Method for pvarhk |