Panel SVAR

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dakila
Posts: 329
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: 329
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: 329
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: 6
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: 329
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.

chirs003
Posts: 3
Joined: Fri Aug 03, 2018 1:45 am

Re: Panel SVAR

Postby chirs003 » Mon Aug 27, 2018 2:54 am

I encountered the same problem as jiangziyaok. When I added the variance decomposition option, it showed a error messages: matrix sent a function which operates on a vector. My data is in the attachment section.
In addition, I don't understand what e1, e2...en in the impulse response diagram is?
Can you give us some suggests?
Attachments
human capital.xlsx
(152.32 KiB) Downloaded 9 times
hc.WF1
(283.8 KiB) Downloaded 7 times

dakila
Posts: 329
Joined: Tue Nov 24, 2015 4:57 pm

Re: Panel SVAR

Postby dakila » Mon Aug 27, 2018 5:43 am

What is the version of eviews you use? It works for my eviews.
For example, the following command is working:
psvar(ident=1, horinzon=10, vd=1) 5 @ dlntfp dlnhc

You do not need to take the first difference. The add-in automatically will take the first difference.

chirs003
Posts: 3
Joined: Fri Aug 03, 2018 1:45 am

Re: Panel SVAR

Postby chirs003 » Mon Aug 27, 2018 11:16 pm

dakila wrote:What is the version of eviews you use? It works for my eviews.
For example, the following command is working:
psvar(ident=1, horinzon=10, vd=1) 5 @ dlntfp dlnhc

You do not need to take the first difference. The add-in automatically will take the first difference.

I use the eviews10. I also use your code "psvar(ident=1, horinzon=10, vd=1) 5 @ dlntfp dlnhc". However, i still shows: matrix sent a function which operates on a vector.
hc.jpg
hc.jpg (71.18 KiB) Viewed 499 times

Maybe it's time to change my eviews version. QAQ.

chirs003
Posts: 3
Joined: Fri Aug 03, 2018 1:45 am

Re: Panel SVAR

Postby chirs003 » Mon Aug 27, 2018 11:23 pm

When i click OK. It shows
HC2.png
HC2.png (59.24 KiB) Viewed 499 times

Perhaps the result of the variance decomposition is in the above picture, but I don't know that it is the end result.
Also, can we do Panel Granger causality test by psvar?

dakila
Posts: 329
Joined: Tue Nov 24, 2015 4:57 pm

Re: Panel SVAR

Postby dakila » Tue Aug 28, 2018 12:25 am

Try to update the eviews 10 and try update the psvar add-in to the version 2.0. It is not possible to do Granger causality test using the psvar add-in.


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