Search found 6 matches

by pmchileshe
Thu Aug 23, 2018 8:13 am
Forum: Estimation
Topic: Panel VAR EViews 9
Replies: 11
Views: 5097

Re: Panel VAR EViews 9

Dear Gareth,
Is it possible to get impulse response functions for Panel VAR if use the @expand(crossid) command in the exogenous section of the VAR window.
Reagd
by pmchileshe
Wed Aug 08, 2018 11:02 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 15
Views: 11488

Re: Panel SVAR

Hi Dakila,
I am also interested in the information on how the Panel SVAR addin can be used. I have been checking all manuals and there is nothing.
Please help
by pmchileshe
Fri Aug 03, 2018 5:22 am
Forum: Estimation
Topic: Panel VAR EViews 9
Replies: 11
Views: 5097

Re: Panel VAR EViews 9

Hi Gareth,
Is it possible to get impulse response functions for Panel VAR if use the @expand(crossid) command in the exogenous section of the VAR window.
Reagds
by pmchileshe
Wed Jul 18, 2018 7:56 am
Forum: Estimation
Topic: Panel VAR EViews 9
Replies: 11
Views: 5097

Re: Panel VAR EViews 9

Thanks Gareth, I have tried it and it has worked. How do include random effects ? or Is there a way of estimating using the GMM?
by pmchileshe
Wed Jul 18, 2018 2:53 am
Forum: Estimation
Topic: Panel VAR EViews 9
Replies: 11
Views: 5097

Re: Panel VAR EViews 9

I would to estimate a PANEL VAR with either FIXED EFFECTS, RANDOM EFFECTS or USING the GMM. In other words whichever is appropriate.

Regards
EViews Gareth wrote:Which estimation technique did you have in mind?
by pmchileshe
Tue Jul 17, 2018 8:23 am
Forum: Estimation
Topic: Panel VAR EViews 9
Replies: 11
Views: 5097

Re: Panel VAR EViews 9

Hi Gareth am trying to estimate a Panel VAR using Eviews 10. Is this possible?

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