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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.