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- Sat Nov 28, 2009 11:53 am
- Forum: Models
- Topic: impulse response for a SVAR model
- Replies: 0
- Views: 4966
impulse response for a SVAR model
I wish to analyse impulse response for a SVAR model. I have created the VAR and I have specified the short term identifying restrictions with matrix A and B, so I can create a SVAR (by structural factorisation). I know I have to estimate these matrices in order to use the structural option in impuls...