Building/Estimate Panel VARs in Matlab.

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Ajpaezm
Ajpaezm 2018년 8월 3일
Hey guys,
I know VARs can be stimated in Matlab when you have multiple time series. But what's the case when we have to do it as "Panel Regressions"? Have anyone here tried that before? What was your approach?
Thanks for your time!

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