PANEL VAR, IMPULSE RESPONSE FUNCTION AND VDC USING EVIEWS8

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anumzahra
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Joined: Mon Jul 11, 2016 1:46 pm

PANEL VAR, IMPULSE RESPONSE FUNCTION AND VDC USING EVIEWS8

Postby anumzahra » Mon Jul 11, 2016 1:55 pm

Greetings!
I need to estimate panel VAR for 22 cross sections from the year 2004 to 2014 ( annual frequency). I have two variables. Kindly help me how can I estimate Panel VAR and get VDC and IRF using eviews8. My panel is an unbalanced panel. Kindly guide asap. I would be really grateful.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: PANEL VAR, IMPULSE RESPONSE FUNCTION AND VDC USING EVIEWS8

Postby EViews Gareth » Mon Jul 11, 2016 2:17 pm

What do you mean by panel VAR?
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anumzahra
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Joined: Mon Jul 11, 2016 1:46 pm

Re: PANEL VAR, IMPULSE RESPONSE FUNCTION AND VDC USING EVIEWS8

Postby anumzahra » Mon Jul 11, 2016 7:59 pm

I mean VAR model for panel data (Vector Autoregressive Model for panel data)
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: PANEL VAR, IMPULSE RESPONSE FUNCTION AND VDC USING EVIEWS8

Postby EViews Gareth » Mon Jul 11, 2016 10:44 pm

I guessed that much... Did you have a particular estimation method in mind?
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julestschow
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Joined: Tue Jul 19, 2016 3:22 pm

Re: PANEL VAR, IMPULSE RESPONSE FUNCTION AND VDC USING EVIEWS8

Postby julestschow » Tue Jul 19, 2016 3:26 pm

Hi Gareth! Can you please show us how to get the impulse response for VAR for panel data using generalized impulse? Thanks
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