I would like to use a Panel VAR in EViews to investigate the effect of variable "x" belonging to one country ("the source country") on variables in other countries. I am only interested in this variable and maybe another variable from the source country, but not interested in them simultaneously as I want to isolate their effects. I am uncertain how to capture this variable for the other countries for importation into EViews so I can perform the analysis. Do I capture this variable for each time period over and over for each country in a separate column called x? Please may I have advice and if possible an example of how the data sheet will look regarding this matter.
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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