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  "Title": "Panel VAR Models with Interactive Fixed Effects",
  "Description": "Implements the estimator of Tugan (2021)\n<doi:10.1093/ectj/utaa021> for panel vector autoregression\n(VAR) models with interactive fixed effects. Provides joint\nestimation of VAR coefficients, latent common factors, and\nfactor loadings via an iterative algorithm that alternates\nbetween principal component estimation of the factors and least\nsquares estimation of the VAR coefficients, following the\napproach of Bai (2009) <doi:10.3982/ECTA6135>. Supports impulse\nresponse functions under recursive (Cholesky) identification,\nparametric confidence bands from the joint asymptotic\ndistribution of the estimator (Theorem 2.3), and a classical\nresidual bootstrap for robustness checks.",
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      "title": "Extract coefficients from a pvarife_result",
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      ]
    },
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      "title": "Estimate a Panel VAR with Interactive Fixed Effects",
      "topics": [
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