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by Bobi
Wed Feb 20, 2013 7:48 am
Forum: Estimation
Topic: var/vecm with a stacked panel data set
Replies: 10
Views: 28242

Re: var/vecm with a stacked panel data set

Hi everybody,

is it possible to use EViews to estimate a pooled panel VAR with fixed effects? How would I include these? At the moment my data is stacked so I don't see how to include dummies.

I would highly appreciate your help!

Thanks,
Bobi

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