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- Sun Jun 22, 2014 8:07 pm
- Forum: Econometric Discussions
- Topic: FAVAR? or just a simple VAR
- Replies: 0
- Views: 1507
FAVAR? or just a simple VAR
Im trying to see the dynamics of X1, X2, and F1, where X1 and X2 are endogenous variables and F1 is a common factor. if i will just include F1 as part of my endogenous variables, is it feasible? or i really need to model it as FAVAR if i have a common factor? FAVAR is not yet supported by eviews rig...