[R] ESTIMATION OF PANEL VAR

[peter dalgaard]

This one was actually clear enough to those exposed to the econometric lingo: Panel = "repeated measurements", VAR = Vector AutoRegression (not to be confused with var() or VaR).

-pd

> On 20 Mar 2017, at 17:44 , Bert Gunter <bgunter.4567 at gmail.com> wrote:
> 
> 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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> 
> ______________________________________________
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com