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by binhpham79
Mon May 14, 2018 1:15 am
Forum: Programming
Topic: Manually seting VAR coefs
Replies: 0
Views: 339

Manually seting VAR coefs

Hi Eviews, I am new to Eviews. I wonder that is there anyway to manually set VAR coefficient matrix after estimating to compute IRFs? For example, I estimate a VAR model, then I do experiment by imposing some coefficients = 0 or any values, and redraw and compare theirs IRFs. I see that Eviews VAR d...
by binhpham79
Fri May 11, 2018 6:57 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 108
Views: 33842

Re: Time varying SVAR

Hi Dakila, I attempt to replicate fig 4-7 of Primiceri (2005). The add-ins does not permit access to its estimates and matrix coeffs. Could you please provide the way replicate the paper fully? My understanding is that the author computed irf for each point in time (it could be 193 x 4 irf tables), ...

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