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Panel VAR EViews 9
Posted: Fri May 04, 2018 8:17 am
by DeVos
Hi,
Is there any possibility to estimate a panel VAR in eviews 9?
Kind regards
Re: Panel VAR EViews 9
Posted: Fri May 04, 2018 8:30 am
by EViews Gareth
Which estimation technique did you have in mind?
Re: Panel VAR EViews 9
Posted: Tue Jul 17, 2018 8:23 am
by pmchileshe
Hi Gareth am trying to estimate a Panel VAR using Eviews 10. Is this possible?
Re: Panel VAR EViews 9
Posted: Tue Jul 17, 2018 8:27 am
by EViews Gareth
Which estimation technique did you have in mind?
Re: Panel VAR EViews 9
Posted: Wed Jul 18, 2018 2:53 am
by pmchileshe
I would to estimate a PANEL VAR with either FIXED EFFECTS, RANDOM EFFECTS or USING the GMM. In other words whichever is appropriate.
Regards
EViews Gareth wrote:Which estimation technique did you have in mind?
Re: Panel VAR EViews 9
Posted: Wed Jul 18, 2018 7:35 am
by EViews Gareth
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.
Re: Panel VAR EViews 9
Posted: Wed Jul 18, 2018 7:56 am
by pmchileshe
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?
Re: Panel VAR EViews 9
Posted: Wed Jul 18, 2018 8:03 am
by EViews Gareth
No.
Re: Panel VAR EViews 9
Posted: Wed Jul 18, 2018 8:29 am
by startz
Is it possible do do some of this by manually writing out the VAR as a standard regression?
Re: Panel VAR EViews 9
Posted: Fri Aug 03, 2018 5:22 am
by pmchileshe
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
Re: Panel VAR EViews 9
Posted: Thu Aug 23, 2018 8:13 am
by pmchileshe
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
Re: Panel VAR EViews 9
Posted: Thu Aug 23, 2018 8:29 am
by EViews Gareth
Impulse responses work in exactly the same way as a non-panel VAR.