Timeline for How to estimate vector autoregression & impulse response function with panel data
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 9, 2019 at 13:56 | comment | added | altabq |
The vars package does not work with panel data, afaik
|
|
| Nov 23, 2014 at 17:21 | history | edited | gung - Reinstate Monica | CC BY-SA 3.0 |
formatted
|
| Oct 21, 2013 at 5:23 | comment | added | Rom | The data is in ordinary format as for the {plm} package purpose. Vars: ID country year REER GDP FinalConsumpExpend DimesticDemand ...(21 vars in total) over 1994Q1:2003Q1 period of time | |
| Oct 17, 2013 at 14:04 | comment | added | fredrikhs | Can you give an example, what does the data look like? | |
| Oct 17, 2013 at 9:21 | vote | accept | Rom | ||
| Nov 24, 2014 at 17:20 | |||||
| Oct 17, 2013 at 9:21 | comment | added | Rom | thank you @fredrikhs for your comments. actually {vars} is good for time-series. how to use this package for the purpose of panels? direct applying doesn't work... | |
| Oct 16, 2013 at 20:26 | history | answered | fredrikhs | CC BY-SA 3.0 |