EViews.com

Hi,
I just found out that in eviews 8, there is no option for showing the impulse response standard errors when I am doing the BVAR (Baysian VAR)..this is really dissapointing...is there any way I can show the standard errors? Thanks!

Let me tell you what I am doing. I am running a panel VAR with 6 endogeneous variables. I have data for 11 countries from 1991Q1 to 2011Q4. I also have a dummy variable for tranmission of currency to euro, which takes value 1 after 1999Q1 and zero otherwise. I have pooled the data for all countries ...

Thank you for your reply. Can you please tell me how to drop one dummy from one category? There is a command called '@dropfirst', but how should I use it? If I write @expand(@crossid,@dropfirst), its still showing the same message 'near singular matrix' !!

Hi, I am doing a panel VAR analysis with 6 endogeneous variables. I have quaterly data for 11 countries from 1991Q1 - 2011Q4. I also include dummy variable which takes value 1 for dates later than 1999, in order to control for change in currency Euro. Now I want add country fixed effects. To do that...

Hey guys, I really need your help. I am running a VAR using three variables. Two of them are government spending and GDP. I want to see the impulse response of GDP to government spending shock but this shock should be normalized to one percentage point of GDP. I am usinga cholesky decomposition. How...

My VAR model has 4 endogenous variables. I want to use cholesky decomposition to get the impulse responses. My question is, is there any difference between the following two methods: 1. After estimation,Selecting 'cholesky-dof adjusted' and the specifying the the 'cholesky ordering' of the variables...