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• W2550663969 abstract "Panel vector autoregression (VAR) models have been increasingly used in applied research. While programs specifically designed to fit time-series VAR models are often included as standard features in most statistical packages, panel VAR model estimation and inference are often implemented with general-use routines that require some programming dexterity. In this article, we briefly discuss model selection, estimation, and inference of homogeneous panel VAR models in a generalized method of moments framework, and we present a set of programs to conveniently execute them. We illustrate the pvar package of programs by using standard Stata datasets." @default.
• W2550663969 created "2016-11-30" @default.
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• W2550663969 date "2016-09-01" @default.
• W2550663969 modified "2023-10-14" @default.
• W2550663969 title "Estimation of Panel Vector Autoregression in Stata" @default.
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• W2550663969 doi "https://doi.org/10.1177/1536867x1601600314" @default.
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