Singular Matrix Problem

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OdryR
Posts: 1
Joined: Mon Apr 09, 2018 7:58 am

Singular Matrix Problem

Postby OdryR » Fri Jun 22, 2018 3:14 am

Dear Eviews Community,

I am currently trying to estimate an SVAR with sign restrictions, based on the program by Ouliaris and Pagan (2016). I modified it to make it work with my data. But, when I am running the program I got the following error message:

Singular matrix in "EQUATION INSTR_CPI.TSLS (US_CPI -
PATTERN_A(2,3)*USTB_RATIO - PATTERN_A(2,4)
*US_SHADOW) US_GDP US_GDP(-1) US_GDP(-2) US_CPI(-1)
US_CPI(-2) USTB_RATIO(-1) USTB_RATIO(-2) US_SHADOW(
-1) US_SHADOW(-2) C @ E_GDP US_GDP(-1) US_GDP(-2)
US_CPI(-1) US_CPI(-2) USTB_RATIO(-1) USTB_RATIO(-2)
US_SHADOW(-1) US_SHADOW(-2) C".


And I don't really see how to solve the problem...

In attachments, the program and the data.
I am working on EViews 9

Thanks to you all !
Attachments
useffect.wf1
data
(30.25 KiB) Downloaded 23 times
srcodry.prg
program
(15.25 KiB) Downloaded 27 times

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