Panel VAR
Posted: Thu Jan 02, 2014 8:17 am
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!
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!