# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "pvarife" in publications use:' type: software license: GPL-3.0-only title: 'pvarife: Panel VAR Models with Interactive Fixed Effects' version: 0.1.2 doi: 10.32614/CRAN.package.pvarife abstract: Implements the estimator of Tugan (2021) for panel vector autoregression (VAR) models with interactive fixed effects. Provides joint estimation of VAR coefficients, latent common factors, and factor loadings via an iterative algorithm that alternates between principal component estimation of the factors and least squares estimation of the VAR coefficients, following the approach of Bai (2009) . Supports impulse response functions under recursive (Cholesky) identification, parametric confidence bands from the joint asymptotic distribution of the estimator (Theorem 2.3), and a classical residual bootstrap for robustness checks. authors: - family-names: Chen given-names: Binzhi email: Binzhi.Chen9@gmail.com orcid: https://orcid.org/0000-0002-5094-7740 repository: https://rickchen0910.r-universe.dev repository-code: https://github.com/Rickchen0910/pvarife commit: 2f39492ec24f9b871c7dcdcef8b46c8cce165c52 url: https://github.com/Rickchen0910/pvarife date-released: '2026-06-11' contact: - family-names: Chen given-names: Binzhi email: Binzhi.Chen9@gmail.com orcid: https://orcid.org/0000-0002-5094-7740