Panel Vector Autoregression

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Documentation for package ‘panelvar’ version 0.5.5

• DESCRIPTION file.

Help Pages

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