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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...
- Sat Apr 14, 2018 3:01 pm
- Forum: Estimation
- Topic: Long run restrictions for a structural VAR
- Replies: 13
- Views: 733
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...