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.
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.