[R] ESTIMATION OF PANEL VAR

[David Winsemius]

> On Mar 20, 2017, at 10:18 AM, David L Carlson <dcarlson at tamu.edu> wrote:
> 
> I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package."
> 
> However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper.

It's not on CRAN because it's a STATA package.

-- 
David
> 
> -------------------------------------
> David L Carlson
> Department of Anthropology
> Texas A&M University
> College Station, TX 77840-4352
> 
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Bert Gunter
> Sent: Monday, March 20, 2017 11:44 AM
> To: Abhishek Kumar Rohit <abhishek.fpm2014 at iimraipur.ac.in>
> Cc: R-help <r-help at r-project.org>
> Subject: Re: [R] ESTIMATION OF PANEL VAR
> 
> Excuse my denseness, but huh??
> 
> If you receive no satisfactory responses, please read the posting
> guide to learn how to post an intelligible question.
> 
> Otherwise, just ignore me.
> 
> Cheers,
> Bert
> 
> 
> Bert Gunter
> 
> "The trouble with having an open mind is that people keep coming along
> and sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
> 
> 
> On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit
> <abhishek.fpm2014 at iimraipur.ac.in> wrote:
>> Is there any package available for estimating Panel VAR. Can the packages
>> vars and palm be combined in some way to do that?
>> 
>> Regards,
>> *Abhishek Rohit*
>> Research Fellow
>> IIM Raipur
>> 
>>        [[alternative HTML version deleted]]
>> 
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> 
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> 
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA