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]]
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]] > > ______________________________________________ > 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.
What did https://www.google.de/search?q=Panel+VAR+R show? el On 2017-03-20 12:50 , Abhishek Kumar Rohit 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]] >
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. ------------------------------------- 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]] > > ______________________________________________ > 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.______________________________________________ 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.
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]] >> >> ______________________________________________ >> 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. > > ______________________________________________ > 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.-- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com