pvars
cranv1.1.1VAR Modeling for Heterogeneous Panels. Implements (1) panel cointegration rank tests, (2) estimators for panel vector autoregressive (VAR) models, and (3) identification methods for panel structural vector autoregressive (SVAR) models as described in the accompanying vignette. The implemented functions allow to account for cross-sectiona
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curl https://depscope.dev/api/check/cran/pvarsFirst published · 2025-10-23 15:53:09
Last updated · 2025-10-23T14:50:02+00:00