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- Tue Apr 18, 2017 3:42 pm
- Forum: Estimation
- Topic: Mean group estimator for panel VAR using system object
- Replies: 0
- Views: 2983
Mean group estimator for panel VAR using system object
Dear all, I want to estimate a panel VAR using a mean group estimator in the spirit of Pesaran and Smith (1995). As I understand that Eviews does not have a built-in function for that, I’m considering the following approach and would love to know if it makes sense (or if there are easier ways). For ...