Panel Structural VAR Modelling in Eviews (Pedroni, 2013)

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  • Опубликовано: 22 авг 2024
  • This video shows some useful steps on how to perform Panel Structural Vector Autoregressive (Panel SVAR) in Eviews. The approach is based on the Pedroni (2013).
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    #panelstructuralvar #paneldataregression #panelsvar #pedroni2013 #pedronipeter2013 #svar #timeseriessvar #compositeshocks idiosyncraticshocks #commonshocks

Комментарии • 7

  • @tosin_davidson
    @tosin_davidson Год назад

    Outstanding

  • @brandonyilmazcastillo8669
    @brandonyilmazcastillo8669 3 года назад +3

    Could you do a video for stata? Thank you in advance

  • @nonsoiheoma1764
    @nonsoiheoma1764 Год назад +1

    Thank you for the video. I tried do it in Eviews 10, but the software shuts itself down when I click "OK" for it to run. I have tried it in Eviews 12, and got this error message: "Error 15 in encrypted program". Kindly assist me to resolve this.

  • @alexisnewton8602
    @alexisnewton8602 Год назад

    Thank you for your tutorial. But i have problem since i perform Panel SVAR, In have an error message " INVALID PANEL STRUCTURE"

  • @lakossanobiara7937
    @lakossanobiara7937 6 месяцев назад

    Hello everyone
    I get this error message: "Error 1054 in encrypted program when run psvar in eviews13. What is solution for this error?
    Please help me

  • @baharerezaeiabyaneh-ie2ow
    @baharerezaeiabyaneh-ie2ow 10 месяцев назад

    I get error 29 when run psvar in eviews12. What is solution for this error?

  • @tosin_davidson
    @tosin_davidson Год назад

    SORRY SIR UNDER WHAT CONDITION DOES ONE CONDUCT PANEL VAR? IS IT WHEN THERE IS NO UNIT ROOT IN THE MODEL?
    AND IN PANEL URT (SUMMARY) WHAT STAT SHOULD ONE CONCETRATE ON? SHOULD IT BE MOSTLY IM-Pesaran/ADF /PP??