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TVP-VAR

Posted: Sat Aug 27, 2016 10:01 am
by ali_Economist
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.

Re: TVP-VAR

Posted: Sat Aug 27, 2016 3:15 pm
by dakila
Try Time varying SVAR add-in (tvsvar). If you have question about it ask in Time Varying SVAR thread.