Panel SVAR
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Panel SVAR
This thread is about the psvar add-in that estimates Panel SVAR of Pedroni (2013).
Re: Panel SVAR
The psvar add-in is updated. It now includes variance decomposition analysis.
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- Posts: 1
- Joined: Thu Aug 02, 2018 5:20 pm
Re: Panel SVAR
Many thanks for this add-in, Dakila! Is there any tutorial or help file to understand how to run it and also the output it produces?
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- Posts: 4
- Joined: Sun Jul 31, 2016 8:22 pm
Re: Panel SVAR
dakila wrote:The psvar add-in is updated. It now includes variance decomposition analysis.
Dear dakila, when we use the variance decomposition analysis,it shows a error messages: matrix sent a function which operates on a vector.
can you give us some suggests?
Re: Panel SVAR
Could you send the command or description of the date file or data file?
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- Posts: 6
- Joined: Mon Jul 16, 2018 11:04 pm
Re: Panel SVAR
Hi Dakila,
I am also interested in the information on how the Panel SVAR addin can be used. I have been checking all manuals and there is nothing.
Please help
I am also interested in the information on how the Panel SVAR addin can be used. I have been checking all manuals and there is nothing.
Please help
Re: Panel SVAR
The add-in document (psvar.pdf) and example(psvar_ex1.prg) are located in folder C:\Users\...\Documents\EViews Addins\Psvar.
Re: Panel SVAR
I encountered the same problem as jiangziyaok. When I added the variance decomposition option, it showed a error messages: matrix sent a function which operates on a vector. My data is in the attachment section.
In addition, I don't understand what e1, e2...en in the impulse response diagram is?
Can you give us some suggests?
In addition, I don't understand what e1, e2...en in the impulse response diagram is?
Can you give us some suggests?
- Attachments
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- human capital.xlsx
- (152.32 KiB) Downloaded 816 times
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- hc.WF1
- (283.8 KiB) Downloaded 807 times
Re: Panel SVAR
What is the version of eviews you use? It works for my eviews.
For example, the following command is working:
You do not need to take the first difference. The add-in automatically will take the first difference.
For example, the following command is working:
psvar(ident=1, horinzon=10, vd=1) 5 @ dlntfp dlnhc
You do not need to take the first difference. The add-in automatically will take the first difference.
Re: Panel SVAR
dakila wrote:What is the version of eviews you use? It works for my eviews.
For example, the following command is working:psvar(ident=1, horinzon=10, vd=1) 5 @ dlntfp dlnhc
You do not need to take the first difference. The add-in automatically will take the first difference.
I use the eviews10. I also use your code "psvar(ident=1, horinzon=10, vd=1) 5 @ dlntfp dlnhc". However, i still shows: matrix sent a function which operates on a vector.
Maybe it's time to change my eviews version. QAQ.
Re: Panel SVAR
When i click OK. It shows
Perhaps the result of the variance decomposition is in the above picture, but I don't know that it is the end result.
Also, can we do Panel Granger causality test by psvar?
Perhaps the result of the variance decomposition is in the above picture, but I don't know that it is the end result.
Also, can we do Panel Granger causality test by psvar?
Re: Panel SVAR
Try to update the eviews 10 and try update the psvar add-in to the version 2.0. It is not possible to do Granger causality test using the psvar add-in.
Re: Panel SVAR
dakila wrote:Try to update the eviews 10 and try update the psvar add-in to the version 2.0. It is not possible to do Granger causality test using the psvar add-in.
@dakila, I'm trying ro run the program but I get the following error: "Error 29 in encrypted program". I'm using Eviews 10+, university edition, and it's up to date. Do you have any idea how to get around with this error? Thanks!
LE: it seems that the error pop ups because the panel is unbalanced. After I make it balanced loosing too many observations, the error dissapears. My question still stands: do you have any idea how to get around with this error?
Re: Panel SVAR
I don't know. maybe I can figure out if you send me the data.
Re: Panel SVAR
dakila wrote:I don't know. maybe I can figure out if you send me the data.
Hi, Dakila,
I do not know if you received the database in PM, and to be sure, I attach it here too.
Thanks!
- Attachments
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- database_17_small.wf1
- (4.09 MiB) Downloaded 734 times
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