var/vecm model in a panel

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simohammed_k
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Joined: Wed Dec 25, 2013 4:17 pm

var/vecm model in a panel

Postby simohammed_k » Wed Jan 08, 2014 5:27 pm

how does Eviews estimate the var/vecm model in a panel ?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: var/vecm model in a panel

Postby EViews Gareth » Wed Jan 08, 2014 5:38 pm

Exactly the same way it does in a non panel, just not allowing lags to cross seams.
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kanakag
Posts: 1
Joined: Thu Apr 02, 2015 3:22 am

Re: var/vecm model in a panel

Postby kanakag » Fri Apr 03, 2015 4:36 am

How can I apply panel VECM in eviews to check causality? (My series is cointegrated and now I need to check causality)
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