Panel VAR Models with Interactive Fixed Effects
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Documentation for package ‘pvarife’ version 0.1.1
Help Pages
| asymptotic_var | Asymptotic variance and bias of the pvarife estimator |
| bootstrap_irf_bands | Classical residual bootstrap confidence bands for IRFs |
| coef.pvarife_result | Extract coefficients from a pvarife_result |
| compute_irf | Compute impulse response functions under recursive (Cholesky) identification |
| extract_factors | Extract factors and loadings at an arbitrary coefficient vector |
| irf_bands | Parametric confidence bands for impulse response functions |
| lag_lead_matrix | Build a matrix of lags and/or leads |
| plot.pvarife_bands | Plot impulse response bands |
| plot.pvarife_irf | Plot impulse response functions |
| print.pvarife_result | Print method for pvarife_result |
| pvarife | Estimate a Panel VAR with Interactive Fixed Effects |
| pvarife_sim | Simulated panel VAR dataset with interactive fixed effects |
| sim_pvarife | Simulate panel VAR data with interactive fixed effects |
| summary.pvarife_result | Summary method for pvarife_result |