Search found 2 matches

by Gecon
Tue May 29, 2018 3:32 am
Forum: Econometric Discussions
Topic: VECM
Replies: 0
Views: 2720

VECM

Hello, My panel data variables are cointegrated and I was advised to use restricted VAR to test the impact of a certain variable. My questions are: 1- Is Restricted var the same as VECM in this case since there is cointegration. 2- Can I still use impulse and variance distribution tests offered by e...
by Gecon
Sat Apr 14, 2018 3:01 pm
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 14806

SVAR Matrices

Hello, I'm working on SVAR to estimate my model, I found this eviews video (note below link) very helpful however I need to know how to determine MatrixA and MatrixB as mentioned in this video. I have 1 dependent variable and 6 independent variables. https://www.youtube.com/watch?v=JFKZn665D8c&t...

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