Make a model from a structural VAR?
Moderators: EViews Gareth, EViews Moderator
Make a model from a structural VAR?
I am trying to make a model from a structural VAR for simulation purposes. I estimate the SVAR and then proceed to make the model but I than get back the reduced form version. Am I doing something wrong? Thanks!
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Make a model from a structural VAR?
Unfortunately you cannot but the structural VAR into a model.
Follow us on Twitter @IHSEViews
Re: Make a model from a structural VAR?
Thanks trubador. Setting up an SVAR as a system and estimating using FIML was my plan B, good news on the update in eviews 9.5. Thx!
Who is online
Users browsing this forum: No registered users and 25 guests