SVAR estimation

[rajusssihl]

Hi All,

when i am trying to use E-Views 7 for estimating SVAR, unfortunately, when i estimate and re-estimate the same equation without any change, the values are changing.

I really do not understand why this is happening. Do any one of you have any idea?

Kindly help me out. Is there any option or something like that, so the values do not change.

Awaiting for the early response, and thanking you in advance for the help...

pls... pls... help me out, this is urgent.

[rajusssihl]

Hi All,

when i am trying to use E-Views 7 for estimating SVAR, unfortunately, when i estimate and re-estimate the same equation without any change, the values are changing.

I really do not understand why this is happening. Do any one of you have any idea?

Kindly help me out. Is there any option or something like that, so the values do not change.

Awaiting for the early response, and thanking you in advance for the help...

pls... pls... help me out, this is urgent.

[JuanNicolasDamico]

I have replicated some of the results from Stock and Watson (2001), https://youtu.be/SbE8ns0oOTs

[startz]

Hi All,

when i am trying to use E-Views 7 for estimating SVAR, unfortunately, when i estimate and re-estimate the same equation without any change, the values are changing.

Any nonlinear estimation depends on the starting values. These are kept in the c vector. If you set c=0 before starting an estimation, you will probably get the same answers each time. Of course, if you re-run the estimate and get different answers you may want to check to see if the objective function has continued to improve.