Panel SVAR

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dakila
Posts: 326
Joined: Tue Nov 24, 2015 4:57 pm

Panel SVAR

Postby dakila » Thu Jul 26, 2018 5:00 pm

This thread is about the psvar add-in that estimates Panel SVAR of Pedroni (2013).

dakila
Posts: 326
Joined: Tue Nov 24, 2015 4:57 pm

Re: Panel SVAR

Postby dakila » Fri Aug 03, 2018 2:00 am

The psvar add-in is updated. It now includes variance decomposition analysis.

nachito_mun
Posts: 1
Joined: Thu Aug 02, 2018 5:20 pm

Re: Panel SVAR

Postby nachito_mun » Fri Aug 03, 2018 8:56 am

Many thanks for this add-in, Dakila! Is there any tutorial or help file to understand how to run it and also the output it produces?

jiangziyaok
Posts: 4
Joined: Sun Jul 31, 2016 8:22 pm

Re: Panel SVAR

Postby jiangziyaok » Tue Aug 07, 2018 11:04 pm

dakila wrote:The psvar add-in is updated. It now includes variance decomposition analysis.

Dear dakila, when we use the variance decomposition analysis,it shows a error messages: matrix sent a function which operates on a vector.
can you give us some suggests?

dakila
Posts: 326
Joined: Tue Nov 24, 2015 4:57 pm

Re: Panel SVAR

Postby dakila » Wed Aug 08, 2018 12:08 am

Could you send the command or description of the date file or data file?

pmchileshe
Posts: 5
Joined: Mon Jul 16, 2018 11:04 pm

Re: Panel SVAR

Postby pmchileshe » Wed Aug 08, 2018 11:02 am

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

dakila
Posts: 326
Joined: Tue Nov 24, 2015 4:57 pm

Re: Panel SVAR

Postby dakila » Wed Aug 08, 2018 4:17 pm

The add-in document (psvar.pdf) and example(psvar_ex1.prg) are located in folder C:\Users\...\Documents\EViews Addins\Psvar.


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