Hi everyone,
I am trying to implement a panel VAR model (Inessa Love package), and I have to analyze impulse response functions.
Using "gr_imp" and "list_imp" (graph and table of irf functions), I can see the results only 6 steps afer a shock but I need to see more than 6 periods.
I know it is possible with time series VAR but with panel VAR... Does anyone know how I can do that ?
Thank you
MPH
I am trying to implement a panel VAR model (Inessa Love package), and I have to analyze impulse response functions.
Using "gr_imp" and "list_imp" (graph and table of irf functions), I can see the results only 6 steps afer a shock but I need to see more than 6 periods.
I know it is possible with time series VAR but with panel VAR... Does anyone know how I can do that ?
Thank you
MPH
