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panel VAR

Posted: Thu Mar 30, 2017 7:43 am
by shuchang
Hi

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

Best,

Chang

Re: panel VAR

Posted: Thu Mar 30, 2017 8:24 am
by EViews Gareth
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...)