Hi,
When I extract an individual country from the Panel VAR, I get the same VAR for each country (i.e. same v.A below).
I'm using IRIS version 201506 with Matlab 2018b and I've adopted my code from the example snippet below.
v = VAR({'x','y','z'},{'US','EU','JA'});
v = estimate(v,d,range,'fixedEffect=',true);
vi_us = group(v,'US');
Can you please let me know if I'm using the right code? Thanks
gbp17
commented
3 years ago
Hi, When I extract an individual country from the Panel VAR, I get the same VAR for each country (i.e. same v.A below). I'm using IRIS version 201506 with Matlab 2018b and I've adopted my code from the example snippet below. v = VAR({'x','y','z'},{'US','EU','JA'}); v = estimate(v,d,range,'fixedEffect=',true); vi_us = group(v,'US');
Can you please let me know if I'm using the right code? Thanks