BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

VAR or PVAR different lags for endgenous variables
VAR or PVAR different lags for endgenous variables

Dear community,

in a VAR or PVAR model would it be possible for endgenous variables to have different lags?

The PVAR seems to always use an equal number of lags but would it be possible in a PVAR model to have for exemple 5 lags for Endegenous_var_A and 3 lags for Endegenous_var_B.

Best regards,
Farid

BJ Data Tech Solution

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Home / Data Cleaning / Data management / Data Processing / VAR or PVAR different lags for endgenous variables VAR or PVAR different lags for endgenous variables

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