SVECM

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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bgauchan
Posts: 13
Joined: Tue Aug 15, 2017 7:56 am

SVECM

Postby bgauchan » Thu Oct 19, 2017 8:18 am

Hi,

Can we estimate SVECM in Eviews 9.0 and beyond? If yes, kindly provide the guidelines or command. It seems there is no window navigation to support this function. Though chapter 7 of "Quantitative Macroeconomic Modeling with Structural Vector Autoregressions – An EViews Implementation" is on SVECM, it doesn't really help users like me in figuring out how to apply it in Eviews.

best regards.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11406
Joined: Tue Sep 16, 2008 5:38 pm

Re: SVECM

Postby EViews Gareth » Thu Oct 19, 2017 8:28 am

Not yet as a built in feature.
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bgauchan
Posts: 13
Joined: Tue Aug 15, 2017 7:56 am

Re: SVECM

Postby bgauchan » Wed Nov 01, 2017 12:57 am

Do we have add-on features for SVECM? Kindly provide the link should there by any..


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