# VAR Modeling for Heterogeneous Panels

## Documentation for package ‘pvars’ version 1.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

pvars-package | pvars: VAR Modeling for Heterogeneous Panels
as.pplot | Coerce into a "pplot" object
as.pvarx | Coerce into a "pvarx" object
as.t_D | Deterministic regressors in *pvars*
as.varx | Coerce into a "varx" object
coint | Test procedures for the cointegration rank
coint.JO | Test procedures for the cointegration rank
coint.SL | Test procedures for the cointegration rank
ERPT | Data set on the _Exchange Rate Pass-Through_
EURO | Data set on the _Euro Monetary Policy Transmission_
EU_w | Weights for the _Euro Monetary Policy Transmission_
fevd.id | Forecast Error Variance Decomposition
ICAP | Data set on _Infrastructure Capital Stocks_
id.grt | Identification of SVEC models by imposing long- and short-run restrictions
id.iv | Identification of SVAR models by means of proxy variables
irf.pvarx | Impulse Response Functions for panel SVAR models
irf.varx | Impulse Response Functions
MDEM | Data set for the _Monetary Demand Model_
MERM | Data set for the _Monetary Exchange Rate Model_
PCAP | Data set on _Public Capital Stocks_
PCIT | Data set on _Personal and Corporate Income Tax_
pcoint | Panel cointegration rank tests
pcoint.BR | Panel cointegration rank tests
pcoint.CAIN | Panel cointegration rank tests
pcoint.JO | Panel cointegration rank tests
pcoint.SL | Panel cointegration rank tests
pid.chol | Recursive identification of panel SVAR models via Cholesky decomposition
pid.cvm | Independence-based identification of panel SVAR models via Cramer-von Mises (CVM) distance
pid.dc | Independence-based identification of panel SVAR models using distance covariance (DC) statistic
pid.grt | Identification of panel SVEC models by imposing long- and short-run restrictions
pid.iv | Identification of panel SVAR models by means of proxy variables
PP | Persistence Profiles
PP.system | Persistence Profiles
PP.variable | Persistence Profiles
pvars | pvars: VAR Modeling for Heterogeneous Panels
pvarx | Estimation of VAR models for heterogeneous panels
pvarx.VAR | Estimation of VAR models for heterogeneous panels
pvarx.VEC | Estimation of VAR models for heterogeneous panels
rboot.normality | Bootstrap for JB normality test
sboot.mb | Bootstrap with residual moving blocks for individual SVAR models
sboot.mg | Mean group inference for panel SVAR models
sboot.pmb | Bootstrap with residual panel blocks for panel SVAR models
speci.factors | Criteria on the number of common factors
speci.VAR | Criteria on the lag-order and break period(s)
VECM | Estimation of a Vector Error Correction Model