{ "_id": "6a213475cd65a98ecbd26345", "Type": "Package", "Package": "pvars", "Title": "VAR Modeling for Heterogeneous Panels", "Version": "1.1.1", "Authors@R": "person(given = \"Lennart\", family = \"Empting\",\nemail = \"lennart.empting@vwl.uni-due.de\",\nrole = c(\"aut\", \"cre\", \"cph\"),\ncomment = c(ORCID = \"0009-0004-5068-4639\"))", "Maintainer": "Lennart Empting ", "Description": "Implements (1) panel cointegration rank tests, (2)\nestimators for panel vector autoregressive (VAR) models, and\n(3) identification methods for panel structural vector\nautoregressive (SVAR) models as described in the accompanying\nvignette. The implemented functions allow to account for\ncross-sectional dependence and for structural breaks in the\ndeterministic terms of the VAR processes. Among the large set\nof functions, particularly noteworthy are those that implement\n(1) the correlation-augmented inverse normal test on the\ncointegration rank by Arsova and Oersal (2021,\n), (2) the two-step estimator\nfor pooled cointegrating vectors by Breitung (2005,\n), and (3) the pooled identification\nbased on independent component analysis by Herwartz and Wang\n(2024, ).", "License": "MIT + file LICENSE", "URL": "https://github.com/Lenni89/pvars", "BugReports": "https://github.com/Lenni89/pvars/issues", "Encoding": "UTF-8", "LazyData": "TRUE", "VignetteBuilder": "knitr", "NeedsCompilation": "no", "RoxygenNote": "7.3.3", "Config/pak/sysreqs": "libgsl0-dev libicu-dev", "Repository": "https://lenni89.r-universe.dev", "Date/Publication": "2025-10-23 13:44:34 UTC", "RemoteUrl": "https://github.com/lenni89/pvars", "RemoteRef": "HEAD", "RemoteSha": "264b339831d73820d29bdf2ec44237eb186df56b", "Packaged": { "Date": "2026-06-04 08:11:55 UTC", "User": "root" }, "Author": "Lennart 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