Implements (1) panel cointegration rank tests, (2) estimators for panel
    vector autoregressive (VAR) models, and (3) identification methods for panel
    structural vector autoregressive (SVAR) models as described in the accompanying vignette.
    The implemented functions allow to account for cross-sectional dependence
    and for structural breaks in the deterministic terms of the VAR processes.
    Among the large set of functions, particularly noteworthy are those that implement
    (1) the correlation-augmented inverse normal test on the cointegration rank
    by Arsova and Oersal (2021, <doi:10.1016/j.ecosta.2020.05.002>),
    (2) the two-step estimator for pooled cointegrating vectors
    by Breitung (2005, <doi:10.1081/ETC-200067895>), and
    (3) the pooled identification based on independent component analysis
    by Herwartz and Wang (2024, <doi:10.1002/jae.3044>).

Performs partial verification bias (PVB) correction for binary 
    diagnostic tests, where PVB arises from selective patient verification in 
    diagnostic accuracy studies. Supports correction of important accuracy
    measures -- sensitivity, specificity, positive predictive values and 
    negative predictive value -- under missing-at-random and 
    missing-not-at-random missing data mechanisms. Available methods and 
    references are "Begg and Greenes' methods" in Alonzo & Pepe (2005) 
    <doi:10.1111/j.1467-9876.2005.00477.x> and deGroot et al. (2011) 
    <doi:10.1016/j.annepidem.2010.10.004>; "Multiple imputation" in 
    Harel & Zhou (2006) <doi:10.1002/sim.2494>, "EM-based logistic regression" 
    in Kosinski & Barnhart (2003) <doi:10.1111/1541-0420.00019>; 
    "Inverse probability weighting" in Alonzo & Pepe (2005) 
    <doi:10.1111/j.1467-9876.2005.00477.x>; "Inverse probability bootstrap 
    sampling" in Nahorniak et al. (2015) <doi:10.1371/journal.pone.0131765> 
    and Arifin & Yusof (2022) <doi:10.3390/diagnostics12112839>; 
    "Scaled inverse probability resampling methods" in Arifin & Yusof (2025) 
    <doi:10.1371/journal.pone.0321440>.