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11:59
YouTube
Justin Eloriaga
Panel VAR in R
This video goes through an example of the Panel Vector Autoregression in R. This goes through the model construction and the creation of the IRFs. Dataset and code can be found here: https://drive.google.com/drive/folders/11mAXh0trxjuf1y_yh-AJXgxulHQwcBEn?usp=sharing Created by Justin S. Eloriaga Website: justineloriaga.com
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