EViews.com

Hi, Does Eviews generate impulse responses based on the system level matrix produced and stored by the VAR statement? If this is correct, can we replace the system level matrix (such as @coefmat) with some externally generated matrix, and run the impulse response statement after that? The reason I a...

My dataset has a panel structure (multiple years for multiple firms), and I'd like to ask if there are any problems of using "var var1.ls var1 var2 ……." Because this EVIEWS VAR statement uses an OLS approach, any assumptions are violated if we use it to analyze panel data? Is the estimatio...

This probably is a stupid question, but I just want to make sure..........when the graph of Impulse Response shows "Response of VAR1 to VAR2", that means Eviews shocks VAR2 and the graph tells how VAR1 respond to the shocks from VAR2, correct?

Thanks

Thank you very much for your quick response. However, I think I probably have not put the question very clearly. Here is what I want: I need to estimate the VAR itself by WLS or GMM, and generate the following impulse response functions. The “system objects” (from VAR) you have proposed look like ju...

Dear All: To my knowledge, Eviews runs VAR (Vector Autoregressive Model) by an OLS approach. I would like to know if Eviews can do a VAR that deals with heteroscedasticity (for example, uses WLS) or if Eviews can do a VAR based on GMM? If yes, could you please let me know how to do them? Many thanks...