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Hi, Thanks for your reply. I was trying to replicate some papers which use the following: The Panel VAR in structural form is A0Zit = A(L)Zit-1 + CXit + Eit; Zit is a vector of endogenous variables in log levels. Xit is a vector with the country-specific intercepts (ci), country-specific linear tren...

Hi everyone, I would like to know whether it is possible to estimate Panel VARs in EViews, and then impose identification restrictions, such as Cholesky or other short-term restrictions (eg like Blanchard and Perotti 2002 on US SVAR)? In addition, do you know whether it is possible to then compute i...