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
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.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 11 guests