Search found 2 matches
- Sat Jun 13, 2009 10:57 pm
- Forum: Estimation
- Topic: Imposing Restrictions on SVAR
- Replies: 32
- Views: 34084
Re: Imposing Restrictions on SVAR
The version I use is EViews6 Enterprise Edition and the update version is Apr 4 2008 Build
- Sat Jun 13, 2009 7:56 pm
- Forum: Estimation
- Topic: Imposing Restrictions on SVAR
- Replies: 32
- Views: 34084
Imposing Restrictions on SVAR
Hi, there. I have a question about imposing both short-run restriction and long-run restriction on SVAR. The problem is as follows: In an experiment, I estimate a 5 variables VAR(6), and I want to use the Proc/Estimate Structural Factorization to identify an SVAR. I know that if the model can be ide...