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- Fri Jul 25, 2014 3:18 am
- Forum: Estimation
- Topic: Structural VAR
- Replies: 0
- Views: 1697
Structural VAR
I am trying to run an SVAR model with 7 variables. The methodology I am following requires that I exclude the lags of some variables from some of the equations. How do I do that? i can't seem to figure out how to remove certain lags from the model. Also in estimating the structural factorization wit...