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
Search found 2 matches
- Fri Mar 29, 2013 7:42 am
- Forum: Econometric Discussions
- Topic: SVAR Blanchard and Perotti 2002
- Replies: 8
- Views: 13331
- Wed Mar 27, 2013 11:36 pm
- Forum: Econometric Discussions
- Topic: SVAR Blanchard and Perotti 2002
- Replies: 8
- Views: 13331
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...