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ESTIMATION OF PANEL VAR

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AKR
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ESTIMATION OF PANEL VAR

AKR
Is there any package available for estimating Panel VAR. Can the packages
vars and palm be combined in some way to do that?

Regards,
*Abhishek Rohit*
Research Fellow
IIM Raipur

        [[alternative HTML version deleted]]

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Re: ESTIMATION OF PANEL VAR

Bert Gunter-2
Excuse my denseness, but huh??

If you receive no satisfactory responses, please read the posting
guide to learn how to post an intelligible question.

Otherwise, just ignore me.

Cheers,
Bert


Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit
<[hidden email]> wrote:

> Is there any package available for estimating Panel VAR. Can the packages
> vars and palm be combined in some way to do that?
>
> Regards,
> *Abhishek Rohit*
> Research Fellow
> IIM Raipur
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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Re: ESTIMATION OF PANEL VAR

Dr Eberhard Lisse
In reply to this post by AKR
What did

https://www.google.de/search?q=Panel+VAR+R

show?

el

On 2017-03-20 12:50 , Abhishek Kumar Rohit wrote:

> Is there any package available for estimating Panel VAR. Can the packages
> vars and palm be combined in some way to do that?
>
> Regards,
> *Abhishek Rohit*
> Research Fellow
> IIM Raipur
>
> [[alternative HTML version deleted]]
>

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Re: ESTIMATION OF PANEL VAR

David Carlson
In reply to this post by Bert Gunter-2
I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package."

However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper.

-------------------------------------
David L Carlson
Department of Anthropology
Texas A&M University
College Station, TX 77840-4352

-----Original Message-----
From: R-help [mailto:[hidden email]] On Behalf Of Bert Gunter
Sent: Monday, March 20, 2017 11:44 AM
To: Abhishek Kumar Rohit <[hidden email]>
Cc: R-help <[hidden email]>
Subject: Re: [R] ESTIMATION OF PANEL VAR

Excuse my denseness, but huh??

If you receive no satisfactory responses, please read the posting
guide to learn how to post an intelligible question.

Otherwise, just ignore me.

Cheers,
Bert


Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit
<[hidden email]> wrote:

> Is there any package available for estimating Panel VAR. Can the packages
> vars and palm be combined in some way to do that?
>
> Regards,
> *Abhishek Rohit*
> Research Fellow
> IIM Raipur
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: ESTIMATION OF PANEL VAR

David Winsemius

> On Mar 20, 2017, at 10:18 AM, David L Carlson <[hidden email]> wrote:
>
> I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package."
>
> However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper.

It's not on CRAN because it's a STATA package.

--
David

>
> -------------------------------------
> David L Carlson
> Department of Anthropology
> Texas A&M University
> College Station, TX 77840-4352
>
> -----Original Message-----
> From: R-help [mailto:[hidden email]] On Behalf Of Bert Gunter
> Sent: Monday, March 20, 2017 11:44 AM
> To: Abhishek Kumar Rohit <[hidden email]>
> Cc: R-help <[hidden email]>
> Subject: Re: [R] ESTIMATION OF PANEL VAR
>
> Excuse my denseness, but huh??
>
> If you receive no satisfactory responses, please read the posting
> guide to learn how to post an intelligible question.
>
> Otherwise, just ignore me.
>
> Cheers,
> Bert
>
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along
> and sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit
> <[hidden email]> wrote:
>> Is there any package available for estimating Panel VAR. Can the packages
>> vars and palm be combined in some way to do that?
>>
>> Regards,
>> *Abhishek Rohit*
>> Research Fellow
>> IIM Raipur
>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: ESTIMATION OF PANEL VAR

David Winsemius

> On Mar 20, 2017, at 12:21 PM, David Winsemius <[hidden email]> wrote:
>
>
>> On Mar 20, 2017, at 10:18 AM, David L Carlson <[hidden email]> wrote:
>>
>> I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package."
>>
>> However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper.
>
> It's not on CRAN because it's a STATA package.

Ooops, I didn't read that abstract carefully enough and have now read the paper. It's an extension to the plm R package.

> The January 2017 posting to CrossValidated.com: http://stats.stackexchange.com/questions/237332/panel-vector-autoregression-models-in-r/237333

... says code is "available soon".

> --
> David
>>
>> -------------------------------------
>> David L Carlson
>> Department of Anthropology
>> Texas A&M University
>> College Station, TX 77840-4352
>>
>> -----Original Message-----
>> From: R-help [mailto:[hidden email]] On Behalf Of Bert Gunter
>> Sent: Monday, March 20, 2017 11:44 AM
>> To: Abhishek Kumar Rohit <[hidden email]>
>> Cc: R-help <[hidden email]>
>> Subject: Re: [R] ESTIMATION OF PANEL VAR
>>
>> Excuse my denseness, but huh??
>>
>> If you receive no satisfactory responses, please read the posting
>> guide to learn how to post an intelligible question.
>>
>> Otherwise, just ignore me.
>>
>> Cheers,
>> Bert
>>
>>
>> Bert Gunter
>>
>> "The trouble with having an open mind is that people keep coming along
>> and sticking things into it."
>> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>>
>>
>> On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit
>> <[hidden email]> wrote:
>>> Is there any package available for estimating Panel VAR. Can the packages
>>> vars and palm be combined in some way to do that?
>>>
>>> Regards,
>>> *Abhishek Rohit*
>>> Research Fellow
>>> IIM Raipur
>>>
>>>       [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> David Winsemius
> Alameda, CA, USA
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: ESTIMATION OF PANEL VAR

David Carlson
In reply to this post by David Winsemius
It is confusing, but he is comparing STATA package xtabond2 with R packages plm and panelvar. For example:

"The same example with out [sic] code reads as follows:
R> library(panelvar)
R> library(plm)
R> data("abdata")"

Suggests that panelvar is an R package, but apparently one that is not published on CRAN.

David C

-----Original Message-----
From: David Winsemius [mailto:[hidden email]]
Sent: Monday, March 20, 2017 2:21 PM
To: David L Carlson <[hidden email]>
Cc: Bert Gunter <[hidden email]>; Abhishek Kumar Rohit <[hidden email]>; R-help <[hidden email]>
Subject: Re: [R] ESTIMATION OF PANEL VAR


> On Mar 20, 2017, at 10:18 AM, David L Carlson <[hidden email]> wrote:
>
> I had no clue either, but consulting the oracle known as "google" with the query: "panel var in r" produced links to a recent paper by Sigmund et al called "Panel Vector Autoregression in R: The panelvar Package."
>
> However the package does not seem to be available on CRAN so you'll have to contact the author(s) of the paper.

It's not on CRAN because it's a STATA package.

--
David

>
> -------------------------------------
> David L Carlson
> Department of Anthropology
> Texas A&M University
> College Station, TX 77840-4352
>
> -----Original Message-----
> From: R-help [mailto:[hidden email]] On Behalf Of Bert Gunter
> Sent: Monday, March 20, 2017 11:44 AM
> To: Abhishek Kumar Rohit <[hidden email]>
> Cc: R-help <[hidden email]>
> Subject: Re: [R] ESTIMATION OF PANEL VAR
>
> Excuse my denseness, but huh??
>
> If you receive no satisfactory responses, please read the posting
> guide to learn how to post an intelligible question.
>
> Otherwise, just ignore me.
>
> Cheers,
> Bert
>
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along
> and sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit
> <[hidden email]> wrote:
>> Is there any package available for estimating Panel VAR. Can the packages
>> vars and palm be combined in some way to do that?
>>
>> Regards,
>> *Abhishek Rohit*
>> Research Fellow
>> IIM Raipur
>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: ESTIMATION OF PANEL VAR

Peter Dalgaard-2
In reply to this post by Bert Gunter-2
This one was actually clear enough to those exposed to the econometric lingo: Panel = "repeated measurements", VAR = Vector AutoRegression (not to be confused with var() or VaR).

-pd

> On 20 Mar 2017, at 17:44 , Bert Gunter <[hidden email]> wrote:
>
> Excuse my denseness, but huh??
>
> If you receive no satisfactory responses, please read the posting
> guide to learn how to post an intelligible question.
>
> Otherwise, just ignore me.
>
> Cheers,
> Bert
>
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along
> and sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Mon, Mar 20, 2017 at 4:50 AM, Abhishek Kumar Rohit
> <[hidden email]> wrote:
>> Is there any package available for estimating Panel VAR. Can the packages
>> vars and palm be combined in some way to do that?
>>
>> Regards,
>> *Abhishek Rohit*
>> Research Fellow
>> IIM Raipur
>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: [hidden email]  Priv: [hidden email]

______________________________________________
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and provide commented, minimal, self-contained, reproducible code.
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