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- Wed Jun 24, 2009 1:54 am
- Forum: Estimation
- Topic: Long run restrictions in SVAR
- Replies: 0
- Views: 2965
Long run restrictions in SVAR
Dear all I'm using EViews Version 5.1 and need to estimate a SVAR with long run restrictions à la Blanchard & Quah. To do so I first estimate a VAR, then I estimate a structural Factorization with long run restrictions (I specified a pattern matrix). Finally I look at the IRF using the structura...