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maximum variables for VAR system
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maximum variables for VAR system
Posted:
Wed Aug 13, 2014 6:58 pm
by
delcredere
please is there a maximum number of variables to be included in a VAR system? I have 20 variables, using annual time series from 1970-2011.
Re: maximum variables for VAR system
Posted:
Thu Aug 14, 2014 7:37 am
by
EViews Gareth
EViews can easily handle a VAR with 20 variables.