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Hello, is it possible to get the IRF in VECM using Cholesky but of differenced variable (for instance difference of logs, not in level) ? Thank you!

Where could I see the code used in SrVAR add-in?

Hello, I am facing a problem with running a program that works perfectly with some computers, but does not with others. I get an error message warring about a near singular matrix. But several colleagues of mine tried it as well, and some of them faced the same problem, but others did not have any p...

Hello, I tried to run the run_uhlig.prg proposed by macroWB just above (thank you for sharing!), but got an error message warring about a near singular matrix. But several colleagues of mine tried it as well, and some of them faced the same problem, but others did not have any problem. We use the sa...

I mean there is an error correction equation that needs to be taken into account, that I believe is not in SrVAR add-in

Hello, I am rather new in EViews and would be very grateful for your help. I would like to ask you if there is any possibility to use the SrVAR add-in in VECM? I would like to use sign restrictions in my SVAR but face cointegration issues. Thank you!