Fixed Effects Estimator for PVAR Model
This function estimates a stationary PVAR with fixed effects.
pvarfeols(
dependent_vars,
lags,
exog_vars,
transformation = c("demean"),
data,
panel_identifier = c(1, 2)
)dependent_vars |
Dependent variables |
lags |
Number of lags of dependent variables |
exog_vars |
Exogenous variables |
transformation |
Demeaning |
data |
Data set |
panel_identifier |
Vector of panel identifiers |
data(Cigar)
ex1_feols <-
pvarfeols(dependent_vars = c("log_sales", "log_price"),
lags = 1,
exog_vars = c("cpi"),
transformation = "demean",
data = Cigar,
panel_identifier= c("state", "year"))
summary(ex1_feols)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.