Panel VAR approach

[lnp3]

Dear list,

how can I conduct data analysis using Panel VAR approach in E-views 7?

I have 10 countries (cross sections) over a 20 year period (time-series). Countries consist of aggregate information that include dependent variable (stock market development measured as market capitalization/gdp) and matrix of independent variables (economic growth, fdi, banking sector performance, etc.)

Using Panel VAR approach
1) how can I do the long-run/short-run analysis?
2) Do I need to conduct panel unit root tests?

Any help as is appreciated.

best regards,
M. Doyran