panelvar

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Panel Vector Autoregression

Robert Ferstl, Michael Sigmund

Last update: 5 January 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.5.5

Source code repository: https://github.com/cran/panelvar

Cites work

• Estimating Vector Autoregressions with Panel Data
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Initial conditions and moment restrictions in dynamic panel data models

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Random autoregressive models: A structured overview

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