FAVAR model estimation

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.

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FAVAR model estimation

Postby sivek » Tue Jun 13, 2017 2:23 am


Please help. I am trying to run a FAVAR model using the FAVAR add-in but its giving me a response which says "factor 1 is not the same length as sample." it my first time running a FAVAR. Secondly what the appropriate minimum number of variables if one is to successful run a FAVAR model.



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Re: FAVAR model estimation

Postby dakila » Tue Jun 13, 2017 2:37 pm

I think you should change the sample size because you may have the missing values after the transformation of the variables. Next time you should ask question in the Add=in support section.

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