WLS method in VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Nour88
Posts: 8
Joined: Tue Oct 14, 2014 6:53 am

WLS method in VAR

Postby Nour88 » Mon Apr 20, 2015 5:01 am

Hi all,
Could you please tell me how to estimate VAR model using WLS method (weighted least squares) in EVIEWS?
Is there any command?
Thanks in advance.

Return to “Estimation”

Who is online

Users browsing this forum: Google [Bot] and 52 guests