Multiple Equation Analysis

In this section, we document EViews tools for multiple equation estimation, forecasting and data analysis.

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“System Estimation” describes estimation techniques for systems of equations ().

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“Vector Autoregression (VAR) Models” describes estimation of standard VARs and structural VARs.

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“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”).

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“State Space Models and the Kalman Filter” describes the use of EViews’ state space and Kalman filter tools for modeling structural time series models.

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“Models” describes the use of model objects to forecast from multiple equation estimates, or to perform multivariate simulation.