GMM Estimation of Panel VAR Models Use pvargmm (panelvar) With (In) R ...

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https://dik.si/pvargmm
Panel vector autoregressive models (PVARs) Use xtvar2 With STATA 19
https://ln.run/xtvar2
#rstudio #rstats #rsoftware #rstatistics

GMM Estimation of Panel VAR Models Use pvargmm (panelvar) With (In)... | Ecency