Panel VAR approach
Posted: Thu Jun 07, 2012 12:36 pm
Dear list,
how can I conduct data analysis using Panel VAR approach in E-views 7?
I have 10 countries (cross sections) over a 20 year period (time-series). Countries consist of aggregate information that include dependent variable (stock market development measured as market capitalization/gdp) and matrix of independent variables (economic growth, fdi, banking sector performance, etc.)
Using Panel VAR approach
1) how can I do the long-run/short-run analysis?
2) Do I need to conduct panel unit root tests?
Any help as is appreciated.
best regards,
M. Doyran
how can I conduct data analysis using Panel VAR approach in E-views 7?
I have 10 countries (cross sections) over a 20 year period (time-series). Countries consist of aggregate information that include dependent variable (stock market development measured as market capitalization/gdp) and matrix of independent variables (economic growth, fdi, banking sector performance, etc.)
Using Panel VAR approach
1) how can I do the long-run/short-run analysis?
2) Do I need to conduct panel unit root tests?
Any help as is appreciated.
best regards,
M. Doyran