imposing restrictions

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mofahm
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Joined: Mon Apr 22, 2019 8:34 am

imposing restrictions

Postby mofahm » Mon Apr 22, 2019 12:18 pm

Hi Econometricians,

I am working on replicating Beaudry and Portier (2006) which is found in this link https://www.aeaweb.org/articles?id=10.1 ... .96.4.1293
In this paper the authors imposed short run and long run restrictions in their VECM. Can anyone tell me how can I do this on eviews?

Kind regards,
Mofahm
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mofahm
Posts: 3
Joined: Mon Apr 22, 2019 8:34 am

Re: imposing restrictions

Postby mofahm » Tue Apr 23, 2019 5:34 am

As in my attachment, when it is written that they impose 1,2 elements of the long run matrix (1) equals zero. How can this be imposed in eviews?
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