R: Panel Vector Autoregression

# Panel Vector Autoregression

## Documentation for package ‘panelvar’ version 0.5.6

- 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