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by lawrence
Fri Mar 29, 2013 7:42 am
Forum: Econometric Discussions
Topic: SVAR Blanchard and Perotti 2002
Replies: 8
Views: 7414

Re: SVAR Blanchard and Perotti 2002

Dear Eviews followers,

Any one can answer this please . I am waiting since it is very important to me in a time wise

Regards,

Lawrence
by lawrence
Wed Mar 27, 2013 11:36 pm
Forum: Econometric Discussions
Topic: SVAR Blanchard and Perotti 2002
Replies: 8
Views: 7414

Re: SVAR Blanchard and Perotti 2002

Dear, Doing the SVAR BP for 3 variables is easy and I will upload an example. We should remember since the E(uu')=I, then the diagonal of matrix B will be na's and they are st. errors of vars and if we compare this with RATS , E(uu') D ( cov-matrix is a diagonal) and I will add this first. But my pr...

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