For econometric discussions not necessarily related to EViews.

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Postby Gecon » Tue May 29, 2018 3:32 am


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 eviews if I intend to generate that VECM model (given the
cointegration between the variables)?

Thank you indeed

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