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

hannes101
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