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- Thu Jun 14, 2018 11:58 pm
- Forum: Estimation
- Topic: How to estimate a fully modified VAR for impulse response analysis?
- Replies: 0
- Views: 2753
How to estimate a fully modified VAR for impulse response analysis?
Hi community, I am interested in impulse response analysis, variance decomposition and granger causality in EViews 10. However, my variables exhibit cointegration of order 2 as well as integration of the form I(2), I(1), I(0). Thus, the ususal reduced form VAR is inappropriate for inference. I would...