TVP-VAR

For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.

Moderators: EViews Gareth, EViews Moderator, EViews Esther

ali_Economist
Posts: 22
Joined: Sat Aug 27, 2016 9:55 am

TVP-VAR

Postby ali_Economist » Sat Aug 27, 2016 10:01 am

Hi,

I want to estimate a TVP-VAR model in E-views, I have Eviews version 9 and 3 monthly series data, I can use Eviews using tabs and have estimated the VAR model, but i don,t know how to run TVP-VAR model. I am not good at programming, if you please help.

dakila
Posts: 479
Joined: Tue Nov 24, 2015 4:57 pm

Re: TVP-VAR

Postby dakila » Sat Aug 27, 2016 3:15 pm

Try Time varying SVAR add-in (tvsvar). If you have question about it ask in Time Varying SVAR thread.


Return to “Add-in Support”

Who is online

Users browsing this forum: No registered users and 19 guests