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
For econometric discussions not necessarily related to EViews.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 4 guests