User’s Guide : Multiple Equation Analysis
  
Multiple Equation Analysis
In this section, we document EViews tools for multiple equation estimation, forecasting and data analysis.
• “System Estimation” describes estimation techniques for systems of equations ().
• “Vector Autoregression (VAR) Models” describes estimation of standard VARs and structural VARs.
• “Vector Error Correction Models (VECMs)” describes estimation of VECs.
• “Impulse Response Analysis” describes impulse response analysis.
• Next, we describe various extensions of the VAR model:
Bayesian VARs ( “Bayesian VAR Models”)
Mixed frequency VARs ( “Mixed Frequency VAR”)
Switching VARs ( “Switching VAR”).
• “State Space Models and the Kalman Filter” describes the use of EViews’ state space and Kalman filter tools for modeling structural time series models.
• “Models” describes the use of model objects to forecast from multiple equation estimates, or to perform multivariate simulation.