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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

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

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

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?

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?

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