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- Thu Sep 18, 2008 4:47 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Impluse-Response Function-Panel SUR Estimation
- Replies: 0
- Views: 6283
Impluse-Response Function-Panel SUR Estimation
I am seeking some help on how to produce impulse-response functions within and across panels for a panel regression estimated with the SUR option. I am constructing a panel VAR to calculate impulse-reponse functions within and across space (sub-areas of a region) and within and across series over ti...