## SVAR Estimation

For questions of any nature based on EViews 5 or earlier versions of EViews.

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emeritus05
Posts: 1
Joined: Fri Apr 20, 2012 8:30 pm

### SVAR Estimation

hi,
I am using eviews 5.0 and i tried estimating an SVAR with both short and long run restrictions as follows:

@e1=c(1)*@u1
@e2=c(2)*@u1 + c(3)*@u2
@e3=c(4)*@u1 + c(5)*@u2 + c(6)*@u3 + c(7)*@u4
@e4=c(8)*@u1 + c(9)*@u2 + c(10)*@u3 + c(11)*@u4
@lr3(@u4)=0
on cliclikng enter, 'it showed internal error 500'. what can i do to get the IRFs?

EViews Glenn
EViews Developer
Posts: 2647
Joined: Wed Oct 15, 2008 9:17 am

### Re: SVAR Estimation

That's a poor error message which has been fixed. The Version 7 message reads,

"Syntax error - cannot mix both long-run and short-run restrictions in an SVAR"

Junaid
Posts: 5
Joined: Fri May 18, 2012 2:30 am

### SVAR Estimation

can any one help me of how to estimate structure VAR model in eviews 7.....I am applying it for the very first time....I will be most thankful...

aleconomista
Posts: 5
Joined: Fri Jun 21, 2013 5:30 pm

### Re: SVAR Estimation

emeritus05 wrote:hi,
I am using eviews 5.0 and i tried estimating an SVAR with both short and long run restrictions as follows:

@e1=c(1)*@u1
@e2=c(2)*@u1 + c(3)*@u2
@e3=c(4)*@u1 + c(5)*@u2 + c(6)*@u3 + c(7)*@u4
@e4=c(8)*@u1 + c(9)*@u2 + c(10)*@u3 + c(11)*@u4
@lr3(@u4)=0
on cliclikng enter, 'it showed internal error 500'. what can i do to get the IRFs?

Choose model restrictions to short or long run modelling.

The basic definition of long-run restrictions argues that the variables have influence in the short time but not in long run.

aleconomista
Posts: 5
Joined: Fri Jun 21, 2013 5:30 pm

### Re: SVAR Estimation

emeritus05 wrote:hi,
I am using eviews 5.0 and i tried estimating an SVAR with both short and long run restrictions as follows:

@e1=c(1)*@u1
@e2=c(2)*@u1 + c(3)*@u2
@e3=c(4)*@u1 + c(5)*@u2 + c(6)*@u3 + c(7)*@u4
@e4=c(8)*@u1 + c(9)*@u2 + c(10)*@u3 + c(11)*@u4
@lr3(@u4)=0
on cliclikng enter, 'it showed internal error 500'. what can i do to get the IRFs?

you can deduce, in math terms, the reduce form of shocks