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var/vecm model in a panel
Posted: Wed Jan 08, 2014 5:27 pm
by simohammed_k
how does Eviews estimate the var/vecm model in a panel ?
Re: var/vecm model in a panel
Posted: Wed Jan 08, 2014 5:38 pm
by EViews Gareth
Exactly the same way it does in a non panel, just not allowing lags to cross seams.
Re: var/vecm model in a panel
Posted: Fri Apr 03, 2015 4:36 am
by kanakag
How can I apply panel VECM in eviews to check causality? (My series is cointegrated and now I need to check causality)