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by Atiq Ur Rehman
Thu Sep 10, 2020 10:33 pm
Forum: Estimation
Topic: Estimation of unbalanced Panel VAR model?
Replies: 1
Views: 6700

Estimation of unbalanced Panel VAR model?

I have data with N=8 and and three variables (two of which with T = 40 and one variable with T = 29). It means the panel data is unbalanced.

My question is how EViews handle unbalanced panel data when estimating VAR model?

Thanks in advance!

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