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- Sun May 11, 2014 4:37 am
- Forum: Estimation
- Topic: SVAR model - Error
- Replies: 0
- Views: 1731
SVAR model - Error
Hello! I´m trying to estimate a four-variable SVAR of the Sims-Bernanke type – ATS/Dollar and Yen/Dollar exchange rates, and the Austria/US and Japanese/US industrial production ratios, from Q1:1196 to Q3:2013 I already estimated the VAR model, and now I selected Proc <- Estimate Structural Factoriz...