Hi,
Is there any possibility to estimate a panel VAR in eviews 9?
Kind regards
Panel VAR EViews 9
Moderators: EViews Gareth, EViews Moderator
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Panel VAR EViews 9
Which estimation technique did you have in mind?
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Re: Panel VAR EViews 9
Hi Gareth am trying to estimate a Panel VAR using Eviews 10. Is this possible?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Panel VAR EViews 9
Which estimation technique did you have in mind?
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Re: Panel VAR EViews 9
I would to estimate a PANEL VAR with either FIXED EFFECTS, RANDOM EFFECTS or USING the GMM. In other words whichever is appropriate.
Regards
Regards
EViews Gareth wrote:Which estimation technique did you have in mind?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Panel VAR EViews 9
None of those are built in, unfortunately.
You could estimate a standard VAR and use @expand(@Crossid) as an exogenous variable which might give you the fixed effects you want.
You could estimate a standard VAR and use @expand(@Crossid) as an exogenous variable which might give you the fixed effects you want.
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Re: Panel VAR EViews 9
Thanks Gareth, I have tried it and it has worked. How do include random effects ? or Is there a way of estimating using the GMM?
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- Non-normality and collinearity are NOT problems!
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Re: Panel VAR EViews 9
Is it possible do do some of this by manually writing out the VAR as a standard regression?
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Re: Panel VAR EViews 9
Hi Gareth,
Is it possible to get impulse response functions for Panel VAR if use the @expand(crossid) command in the exogenous section of the VAR window.
Reagds
Is it possible to get impulse response functions for Panel VAR if use the @expand(crossid) command in the exogenous section of the VAR window.
Reagds
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Re: Panel VAR EViews 9
Dear Gareth,
Is it possible to get impulse response functions for Panel VAR if use the @expand(crossid) command in the exogenous section of the VAR window.
Reagd
Is it possible to get impulse response functions for Panel VAR if use the @expand(crossid) command in the exogenous section of the VAR window.
Reagd
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Re: Panel VAR EViews 9
Impulse responses work in exactly the same way as a non-panel VAR.
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