[R] ESTIMATION OF PANEL VAR

[David Winsemius]

> On Mar 20, 2017, at 12:21 PM, David Winsemius <dwinsemius at comcast.net> wrote:
> 
> 
>> 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.

Ooops, I didn't read that abstract carefully enough and have now read the paper. It's an extension to the plm R package.

> The January 2017 posting to CrossValidated.com: http://stats.stackexchange.com/questions/237332/panel-vector-autoregression-models-in-r/237333

... says code is "available soon".

> -- 
> 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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>> 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.
> 
> David Winsemius
> Alameda, CA, USA
> 
> ______________________________________________
> 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