VAR Modeling for Heterogeneous Panels

---

Documentation for package ‘pvars’ version 1.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

pvars-package	pvars: VAR Modeling for Heterogeneous Panels
as.pplot	Coerce into a "pplot" object
as.pvarx	Coerce into a "pvarx" object
as.t_D	Deterministic regressors in *pvars*
as.varx	Coerce into a "varx" object
coint	Test procedures for the cointegration rank
coint.JO	Test procedures for the cointegration rank
coint.SL	Test procedures for the cointegration rank
ERPT	Data set on the _Exchange Rate Pass-Through_
EURO	Data set on the _Euro Monetary Policy Transmission_
EU_w	Weights for the _Euro Monetary Policy Transmission_
fevd.id	Forecast Error Variance Decomposition
ICAP	Data set on _Infrastructure Capital Stocks_
id.grt	Identification of SVEC models by imposing long- and short-run restrictions
id.iv	Identification of SVAR models by means of proxy variables
irf.pvarx	Impulse Response Functions for panel SVAR models
irf.varx	Impulse Response Functions
MDEM	Data set for the _Monetary Demand Model_
MERM	Data set for the _Monetary Exchange Rate Model_
PCAP	Data set on _Public Capital Stocks_
PCIT	Data set on _Personal and Corporate Income Tax_
pcoint	Panel cointegration rank tests
pcoint.BR	Panel cointegration rank tests
pcoint.CAIN	Panel cointegration rank tests
pcoint.JO	Panel cointegration rank tests
pcoint.SL	Panel cointegration rank tests
pid.chol	Recursive identification of panel SVAR models via Cholesky decomposition
pid.cvm	Independence-based identification of panel SVAR models via Cramer-von Mises (CVM) distance
pid.dc	Independence-based identification of panel SVAR models using distance covariance (DC) statistic
pid.grt	Identification of panel SVEC models by imposing long- and short-run restrictions
pid.iv	Identification of panel SVAR models by means of proxy variables
PP	Persistence Profiles
PP.system	Persistence Profiles
PP.variable	Persistence Profiles
pvars	pvars: VAR Modeling for Heterogeneous Panels
pvarx	Estimation of VAR models for heterogeneous panels
pvarx.VAR	Estimation of VAR models for heterogeneous panels
pvarx.VEC	Estimation of VAR models for heterogeneous panels
rboot.normality	Bootstrap for JB normality test
sboot.mb	Bootstrap with residual moving blocks for individual SVAR models
sboot.mg	Mean group inference for panel SVAR models
sboot.pmb	Bootstrap with residual panel blocks for panel SVAR models
speci.factors	Criteria on the number of common factors
speci.VAR	Criteria on the lag-order and break period(s)
VECM	Estimation of a Vector Error Correction Model