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Panel VAR/Evidence
Method evidence record

Panel VAR

Panel VAR extends the vector autoregression model to panel data, modelling the dynamic interactions among several variables while controlling for cross-unit heterogeneity through fixed effects. It was introduced by Holtz-Eakin, Newey and Rosen in 1988 and produces impulse-response functions and variance decompositions at the panel level.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Vector Autoregression
Taxonomic method record · regression-model / econometrics
  • Holtz-Eakin, D., Newey, W. & Rosen, H. S. (1988). Estimating Vector Autoregressions with Panel Data. Econometrica, 56(6), 1371-1395. · DOI 10.2307/1913103
  • Abrigo, M. R. M. & Love, I. (2016). Estimation of Panel Vector Autoregression in Stata. Stata Journal, 16(3), 778-804. · DOI 10.1177/1536867X1601600314
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyPanel Fixed Effectsmachine-suggested · Relational suggestion, not evidence.Same method familyVAR Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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