# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "pvars" in publications use:' type: software license: MIT title: 'pvars: VAR Modeling for Heterogeneous Panels' version: 1.1.1 identifiers: - type: doi value: 10.32614/CRAN.package.pvars abstract: 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, ), (2) the two-step estimator for pooled cointegrating vectors by Breitung (2005, ), and (3) the pooled identification based on independent component analysis by Herwartz and Wang (2024, ). authors: - family-names: Empting given-names: Lennart email: lennart.empting@vwl.uni-due.de orcid: https://orcid.org/0009-0004-5068-4639 preferred-citation: type: report title: 'The pvars R-Package: VAR Modeling for Heterogeneous Panels' authors: - family-names: Empting given-names: Lennart Friedrich Thomas email: lennart.empting@vwl.uni-due.de year: '2025' institution: name: CRAN url: https://CRAN.R-project.org/package=pvars repository: https://lenni89.r-universe.dev repository-code: https://github.com/Lenni89/pvars commit: 264b339831d73820d29bdf2ec44237eb186df56b url: https://github.com/Lenni89/pvars date-released: '2025-10-23' contact: - family-names: Empting given-names: Lennart email: lennart.empting@vwl.uni-due.de orcid: https://orcid.org/0009-0004-5068-4639