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by pascalle
Thu Oct 05, 2017 12:45 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 108
Views: 40765

Re: Time varying SVAR

Hi,
I am learning the TVsvar model. I got the output: matrix a,b, h and v, respectively after estimating a 3-variables . There are many observations inside each matrix. May I know what do those matrices stand for?
Thanks
Pascal
by pascalle
Tue Jul 05, 2016 10:18 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 108
Views: 40765

Re: Time varying SVAR

Hi, I am using eviews 8 to estimate the TVC-SVAR model with monthly data 2000m1 to 2015m12. There was an error message: "Sizes do not match in matrix function" during estimation. May I know how can I fix this problem? And what does the "y01" represent? I find many papers using 40...

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