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Added the reference to the panelvar package.
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hannes101
hannes101
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I just found this paper "Panel Vector Autoregression in R: The Panelvar Package" (2017) by Michael Sigmund, Robert Ferstl and Daniel Unterkofler, which basically is a description of the methods implemented in R. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2896087

I couldn't find any information on the code and the authors have not yet responded to my question. AdditionallyAdditionally, there's another question here: Panel vector autoregression models in R?

The authors are now in the process of publishing the code on CRAN, but already provide binary packages on researchgate. https://www.researchgate.net/project/Panel-Vector-Autoregression-Models-with-different-GMM-estimators

The binary panelvar package can be downloaded directly, I think sources should be available on CRAN in the near future. https://www.researchgate.net/publication/322526372_panelvar_044

I just found this paper "Panel Vector Autoregression in R: The Panelvar Package" (2017) by Michael Sigmund, Robert Ferstl and Daniel Unterkofler, which basically is a description of the methods implemented in R. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2896087

I couldn't find any information on the code and the authors have not yet responded to my question. Additionally, there's another question here: Panel vector autoregression models in R?

I just found this paper "Panel Vector Autoregression in R: The Panelvar Package" (2017) by Michael Sigmund, Robert Ferstl and Daniel Unterkofler, which basically is a description of the methods implemented in R. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2896087

Additionally, there's another question here: Panel vector autoregression models in R?

The authors are now in the process of publishing the code on CRAN, but already provide binary packages on researchgate. https://www.researchgate.net/project/Panel-Vector-Autoregression-Models-with-different-GMM-estimators

The binary panelvar package can be downloaded directly, I think sources should be available on CRAN in the near future. https://www.researchgate.net/publication/322526372_panelvar_044

added 114 characters in body
Source Link
hannes101
hannes101
  • 213
  • 2
  • 11

I just found this paper "Panel Vector Autoregression in R: The Panelvar Package" (2017) by Michael Sigmund, Robert Ferstl and Daniel Unterkofler, which basically is a description of the methods implemented in R. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2896087

I couldn't find any information on the code and the authors have not yet responded to my question. Additionally, there's another question here: Panel vector autoregression models in R?

I just found this paper, which basically is a description of the methods implemented in R. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2896087

I couldn't find any information on the code and the authors have not yet responded to my question. Additionally, there's another question here: Panel vector autoregression models in R?

I just found this paper "Panel Vector Autoregression in R: The Panelvar Package" (2017) by Michael Sigmund, Robert Ferstl and Daniel Unterkofler, which basically is a description of the methods implemented in R. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2896087

I couldn't find any information on the code and the authors have not yet responded to my question. Additionally, there's another question here: Panel vector autoregression models in R?

Source Link
hannes101
hannes101
  • 213
  • 2
  • 11

I just found this paper, which basically is a description of the methods implemented in R. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2896087

I couldn't find any information on the code and the authors have not yet responded to my question. Additionally, there's another question here: Panel vector autoregression models in R?