Other packages > Find by keyword >

pvarife  

Panel VAR Models with Interactive Fixed Effects
View on CRAN: Click here


Download and install pvarife package within the R console
Install from CRAN:
install.packages("pvarife")

Install from Github:
library("remotes")
install_github("cran/pvarife")

Install by package version:
library("remotes")
install_version("pvarife", "0.1.1")



Attach the package and use:
library("pvarife")
Maintained by
Binzhi Chen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-11
Latest Update: 2026-06-11
Description:
Implements the estimator of Tugan (2021) <doi:10.1093/ectj/utaa021> for panel vector autoregression (VAR) models with interactive fixed effects. Provides joint estimation of VAR coefficients, latent common factors, and factor loadings via an iterative algorithm that alternates between principal component estimation of the factors and least squares estimation of the VAR coefficients, following the approach of Bai (2009). Supports impulse response functions under recursive (Cholesky) identification, parametric confidence bands from the joint asymptotic distribution of the estimator (Theorem 2.3), and a classical residual bootstrap for robustness checks.
How to cite:
Binzhi Chen (2026). pvarife: Panel VAR Models with Interactive Fixed Effects. R package version 0.1.1, https://cran.r-project.org/web/packages/pvarife. Accessed 12 Sep. 2026.
Previous versions and publish date:
(2026-07-09 06:44), 0.1.1 (2026-06-11 14:00)
Other packages that cited pvarife R package
View pvarife citation profile
Other R packages that pvarife depends, imports, suggests or enhances
Complete documentation for pvarife
Functions, R codes and Examples using the pvarife R package
Full pvarife package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

unikn  
Graphical Elements of the University of Konstanz's Corporate Design
Define and use graphical elements of corporate design manuals in R. The 'unikn' package provides col ...
Download / Learn more Package Citations See dependency  
NScluster  
Simulation and Estimation of the Neyman-Scott Type Spatial Cluster Models
Simulation and estimation for Neyman-Scott spatial cluster point process models and their extension ...
Download / Learn more Package Citations See dependency  
electionsBR  
R Functions to Download and Clean Brazilian Electoral Data
Offers a set of functions to easily download and clean Brazilian electoral data from the Superior E ...
Download / Learn more Package Citations See dependency  
mixl  
Simulated Maximum Likelihood Estimation of Mixed Logit Models for Large Datasets
Specification and estimation of multinomial logit models. Large datasets and complex models are su ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
qdapTools  
Tools for the 'qdap' Package
A collection of tools associated with the 'qdap' package that may be useful outside of the context ...
Download / Learn more Package Citations See dependency  

28,480

R Packages

239,283

Dependencies

75,677

Author Associations

28,481

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA