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Thanks for your reply. I want to study the effect of R&D on productivity using data by industry, county and time. Therefore I need to run a regression of the type y(c,i,t)= a(c)+b(i)+g(t)+ B' TFP(i,c,t)+ u(i,c,t) where a,b and g are fixed effect by country, sector and period d is the coefficient...

Good Morning, I need to work with a panel data with three digits (country, industry , time). I know that fixed effects are just cross section dummies and that I can use the command @expand(country) @expand(industry, dropfirst). But how I have to structure the database ? should the workfile be unstru...

EViews does not use any panel estimation techniques for VARs. It simply estimates a standard VAR on the stacked data, with the exception that lags behave properly (they do not cross-across cross-sections). Thank you for your reply. If I understand well Eviews ignores the panel structure doing a poo...

HAllo!

How can I Interpret with eviews 8 the IRF provided with estimation of a var in panel format (stack vector of 30 countries)? How does it work with Eviews the identification of structural VAR estimated when variables are in a panel format?

thank you
Alfonso

Good Morning I would appreciate to have some help on the following issues: 1) I'm esitmating a VAR with 3 varialbes, one in growth rates (Dlogx) and 2 in log levels (log y and log z). I want the IRF of the 3 variables in Levels to a one sd shock to logx (ie Dlogx=epsilon) . I'm computing the accumul...

I have estimated the Impulse response functions for 27 countries with a loop on a VAR and saved them in matrix var_irf{!i} for !i= 1 to 27 Now I want to transform the matrix in a group of series and rename each series so that the first index in IRF_1_1 stands for country 1 and the second for the res...

I would like to recover the structural shocks and compute the historical decompositon from a SVAR with identification à la Blanchard and Quah. I'm able to estimate the IRF but not the structural shocks. I would appreciate your help on this

Kind Regards
Alfonso Arpaia