EViews.com

Hi,

I have additional question to this.

Will such "panel var" on stacked data have correct IRFs estimated?

Eviews estimates IRFs and calculates variance decompositions as well as structural factorization BUT.... Are the calculations correct?

Thanks in advance

Is the approach of using reduced-form VAR with Choleski decomposition equivalent to recursive var?

Hi,

I ve just got exact same question and cannot figure out how to do it in Eviews... Please, can someone help?