Panel vector autoregression (VAR) models have been increasingly used in applied research. While programs specifically designed to fit time-series VAR models are often included as standard features in
Researchers often study dynamic processes of latent variables in everyday life, such as the interplay of positive and negative affect over time. An intuitive approach is to first estimate the measurem
This paper surveys recent advances in drawing structural conclusions from vector autoregressions, providing a unified perspective on the role of prior knowledge. We describe the traditional approach t
