panel VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
shuchang
Posts: 29
Joined: Mon Oct 28, 2013 8:00 pm

panel VAR

Postby shuchang » Thu Mar 30, 2017 7:43 am

Hi

I am using Eviews 9. Can Eviews do panel VAR estimation?

Best,

Chang
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: panel VAR

Postby EViews Gareth » Thu Mar 30, 2017 8:24 am

It can estimate VARs in a panel context, but there is nothing special about the estimation to take into account the panel nature (no fixed effects etc...)
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests