Type: Package
Package: pvars
Title: VAR Modeling for Heterogeneous Panels
Version: 1.1.1
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 (VAR) models, and
        (3) identification methods for panel structural vector
        autoregressive (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: 2025-10-23 13:44:34 UTC
RemoteUrl: https://github.com/lenni89/pvars
RemoteRef: HEAD
RemoteSha: 264b339831d73820d29bdf2ec44237eb186df56b
Packaged: 2026-07-21 05:04:58 UTC; root
Author: Lennart Empting [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0004-5068-4639>)