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Dear Gareth,
Is it possible to get impulse response functions for Panel VAR if use the @expand(crossid) command in the exogenous section of the VAR window.
Reagd

Hi Dakila,
I am also interested in the information on how the Panel SVAR addin can be used. I have been checking all manuals and there is nothing.
Please help

Hi Gareth,
Is it possible to get impulse response functions for Panel VAR if use the @expand(crossid) command in the exogenous section of the VAR window.
Reagds

Thanks Gareth, I have tried it and it has worked. How do include random effects ? or Is there a way of estimating using the GMM?

I would to estimate a PANEL VAR with either FIXED EFFECTS, RANDOM EFFECTS or USING the GMM. In other words whichever is appropriate.

Regards

Which estimation technique did you have in mind?

Hi Gareth am trying to estimate a Panel VAR using Eviews 10. Is this possible?