pvars

cranv1.1.1

VAR 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

License MIT + file LICENSE0 versions1 maintainers14 deps73 weekly dl
Lenni89/pvars
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First published · 2025-10-23 15:53:09

Last updated · 2025-10-23T14:50:02+00:00

pvars — Health Score 37/100 | DepScope