Type: Package
Package: pvars
Title: VAR Modeling for Heterogeneous Panels
Version: 1.2.0
Authors@R: 
    person(given = "Lennart", family = "Empting",
           email = "lennart.empting@vwl.uni-due.de",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0004-5068-4639"))
Maintainer: Lennart Empting <lennart.empting@vwl.uni-due.de>
Description: Implements (1) panel cointegration rank tests, (2)
        estimators for panel vector autoregressive (panel VAR) models,
        and (3) identification methods for panel structural vector
        autoregressive (panel SVAR) models as described in the
        accompanying vignette. The implemented functions allow to
        account for cross-sectional dependence and for structural
        breaks in the deterministic terms of the VAR processes. Among
        the large set of functions, particularly noteworthy are those
        that implement (1) the correlation-augmented inverse normal
        test on the cointegration rank by Arsova and Oersal (2021,
        <doi:10.1016/j.ecosta.2020.05.002>), (2) the two-step estimator
        for pooled cointegrating vectors by Breitung (2005,
        <doi:10.1081/ETC-200067895>), and (3) the pooled identification
        based on independent component analysis by Herwartz and Wang
        (2024, <doi:10.1002/jae.3044>).
License: MIT + file LICENSE
URL: https://github.com/Lenni89/pvars
BugReports: https://github.com/Lenni89/pvars/issues
Depends: R (>= 3.5.0), svars (>= 1.3.4)
Imports: clue, copula, DEoptim, expm, ggplot2, MASS, pbapply, reshape2,
        scales, stats, steadyICA, utils, vars
Suggests: ggfortify, ggpubr, knitr, plm, RColorBrewer, testthat (>=
        2.1.0), tikzDevice, urca
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: 2026-09-02 15:54:23 UTC
RemoteUrl: https://github.com/lenni89/pvars
RemoteRef: HEAD
RemoteSha: ed1ab31ea7d63fafe8de5a87a4948cc827407766
Packaged: 2026-10-10 15:18:40 UTC; root
Author: Lennart Empting [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0004-5068-4639>)