| abdata | Employment UK data |
| Andrews_Lu_MMSC | Andrews Lu MMSC Criteria based on Hansen-J-Statistic |
| Andrews_Lu_MMSC.pvargmm | Andrews Lu MMSC Criteria based on Hansen-J-Statistic |
| bootstrap_irf | Empirical estimation of PVAR Impulse Response Confidence Bands |
| bootstrap_irf.pvargmm | Empirical estimation of PVAR Impulse Response Confidence Bands |
| Cigar | Cigar data |
| coef.pvarfeols | Extract PVARFEOLS(p) Model Coefficients |
| coef.pvargmm | Extract PVAR(p) Model Coefficients |
| coef.pvarhk | Extract PVARHK(p) Model Coefficients |
| Dahlberg | Swedish municipalities data |
| ex1_dahlberg_data | Dahlberg results example 1 |
| ex1_dahlberg_data_bs | Dahlberg bootstrap results example 1 |
| ex2_nlswork2_data_bs | NLS Work 2 bootstrap results example 2 |
| ex3_abdata | Example results for Employment UK data |
| extract | Extract Coefficients and GOF Measures from a Statistical Object |
| extract.pvarfeols | Extract Coefficients and GOF Measures from a Statistical Object |
| extract.pvargmm | Extract Coefficients and GOF Measures from a Statistical Object |
| extract.pvarhk | Extract Coefficients and GOF Measures from a Statistical Object |
| fevd_orthogonal | Forcast Error Variance Decomposition for PVAR |
| fevd_orthogonal.pvarfeols | Forcast Error Variance Decomposition for PVAR |
| fevd_orthogonal.pvargmm | Forcast Error Variance Decomposition for PVAR |
| fixedeffects | Extracting Fixed Effects |
| fixedeffects.pvargmm | Extracting Fixed Effects |
| girf | Generalized Impulse Response Function |
| girf.pvargmm | Generalized Impulse Response Function |
| hansen_j_test | Sargan-Hansen-J-Test for Overidentification |
| hansen_j_test.pvargmm | Sargan-Hansen-J-Test for Overidentification |
| knit_print.pvarfeols | Knit Print Method for pvarfeols |
| knit_print.pvargmm | Knit Print Method for pvargmm |
| knit_print.pvarhk | Knit Print Method for pvarhk |
| knit_print.summary.pvarfeols | Knit Print summary Method |
| knit_print.summary.pvargmm | Knit Print summary Method |
| knit_print.summary.pvarhk | Knit Print summary Method |
| nlswork2 | NLS Work 2 data |
| oirf | Orthogonal Impulse Response Function |
| plot.pvarstability | S3 plot method for pvarstability object, returns a 'ggplot' object |
| print.pvarfeols | S3 Print Method for pvarfeols |
| print.pvargmm | S3 Print Method for pvargamm |
| print.pvarhk | S3 Print Method for pvarhk |
| print.pvarstability | S3 print method for pvarstability object |
| print.summary.pvarfeols | S3 Print Method for summary.pvarfeols |
| print.summary.pvargmm | S3 Print Method for summary.pvargmm |
| print.summary.pvarhk | S3 Print Method for summary.pvarhk |
| pvalue | P-value S3 Method |
| pvalue.pvarfeols | P-value S3 Method |
| pvalue.pvargmm | P-value S3 Method |
| pvalue.pvarhk | P-value S3 Method |
| pvarfeols | Fixed Effects Estimator for PVAR Model |
| pvargmm | GMM Estimation of Panel VAR Models |
| pvarhk | Hahn Kuehrsteiner Estimator for PVAR Model |
| se | Standard Error S3 Method |
| se.pvarfeols | Standard Error S3 Method |
| se.pvargmm | Standard Error S3 Method |
| se.pvarhk | Standard Error S3 Method |
| stability | Stability of PVAR(p) model |
| stability.pvarfeols | Stability of PVAR(p) model |
| stability.pvargmm | Stability of PVAR(p) model |
| summary.pvarfeols | S3 Summary Method for pvarfeols |
| summary.pvargmm | S3 Summary Method for pvargmm |
| summary.pvarhk | S3 Summary Method for pvarhk |