Panel VAR

[jweb]

Hi everyone,

I want to do a panel var in EViews 8. The data set is about 15 countries since 1980q1 and five endog. variables.

What I did:

I imported the data from the Excel Sheet as a panel. Then I made log first differences for some variables. Finally, I estimated a VAR via "Quick".

Now my question:

Is this a panel VAR now? What about fixed or random effects? How can I calibrate this in EViews8? What else do I have to do?

I am looking forward to some helpful comments! Thx!

[EViews Gareth]

http://forums.eviews.com/viewtopic.php? ... 40&p=22270