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Posted: **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.

Posted: **Mon Jul 11, 2016 2:17 pm**

What do you mean by panel VAR?

Posted: **Mon Jul 11, 2016 7:59 pm**

I mean VAR model for panel data (Vector Autoregressive Model for panel data)

Posted: **Mon Jul 11, 2016 10:44 pm**

I guessed that much... Did you have a particular estimation method in mind?

Posted: **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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PANEL VAR, IMPULSE RESPONSE FUNCTION AND VDC USING EVIEWS8

PANEL VAR, IMPULSE RESPONSE FUNCTION AND VDC USING EVIEWS8

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

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

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

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