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I'm trying to put some tables together for a VAR estimation, but have a quick question on the t-statistics and degrees of freedom. It doesn't provide a probability level, so I am using a routine probability calculator. My issue is how to calculate the degrees of freedom in a VAR. I have 104 observat...

I recently upgraded from E-Views 4 to 7, and was doing a quick recheck of some estimation results. Pulling up the old file, the estimation output initially is the same. If I run the model again then the whole model specification changes considerably (a lot of significant parameters washout). I looke...