Search found 3 matches

by Zankawah
Thu Apr 05, 2018 3:29 pm
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 519

Re: Long run restrictions for a structural VAR

Thank you once again for the guidance and suggestions. I have tried the options you suggested from the Drawn from... and when I estimate the long run F matrix with some coefficients in the upper diagonal, I still get an error message saying "Optimization may be unreliable (first or second order...
by Zankawah
Wed Apr 04, 2018 5:33 am
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 519

Re: Long run restrictions for a structural VAR

Thank you for the reply. You asked if I tried starting the optimization using different initial values. The issue is that I am not sure what the initial values are, and this may be the problem. So I want ask what exactly are the initial values? You also mentioned that there are no implicit restricti...
by Zankawah
Fri Mar 30, 2018 7:38 am
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 519

Long run restrictions for a structural VAR

Dear Colleagues, I have estimated a structural VAR model and I am imposing short run and long restrctions on the model using eviews. However, I am having difficulties with estimating the long run restrictions because eviews seems to impose a lower triangular matrix on the long run restriction. Becau...

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