Run a VAR with trend

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lpando08
Posts: 29
Joined: Tue Apr 03, 2018 1:13 pm

Run a VAR with trend

Postby lpando08 » Thu Aug 23, 2018 10:30 am

Hello,

Im trying to run a VAR with a linear and a quadratic term in time in each of the equations of the VAR. Is this specification correct? when I add a trend it is considered as a exogenous variable?

var var1.ls 1 2 taxes_d gc_d gdp_d @ c dum_75 dum_75(-4) @trend @trend^2

Thanks,

Luciana

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