Timberlake - Data Science & Econometrics retweetledi

You asked. We listened: Panel vector autoregression
Fit VAR models to panel data, regress variables on their lags, perform Granger causality tests, and evaluate shocks with impulse–response functions—all with the new 𝘅𝘁𝘃𝗮𝗿 command.
Learn more: buff.ly/4eUUkko

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