Type: Package
Package: pvars
Title: VAR Modeling for Heterogeneous Panels
Version: 1.1.0
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 (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: 7.3.2
Packaged: 2025-10-09 08:46:08 UTC; lennart
Author: Lennart Empting [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0004-5068-4639>)
Repository: CRAN
Date/Publication: 2025-10-15 19:30:02 UTC
Built: R 4.5.0; ; 2025-10-16 23:10:09 UTC; unix
