Variables limitation in VAR models

[Roman]

Hi Guys,

There is a limitation of 30 endogenous variables for VAR models (including BVAR). Is there a way to turn that off ?
If not, what do you recommend to overcome that ?

Thank you.

Regards,

Roman

[EViews Gareth]

It cannot currently be turned off. We will look into expanding it for future versions.

[Roman]

Hi Gareth,

Thanks for prompt reply. It is quite urgent for me to have that feature.
Do you think you could release this feature in a patch ?

[EViews Gareth]

No.

If you're just interested in simple VAR estimation, you could estimate in a system.

[Roman]

Unfortunately it is the BVAR I am interested in (need to shrink the system).
The only alternative that I see is calling R functions from the MSBVAR package...

[EViews Gareth]

Yep.