Search found 4 matches

by sergio80
Fri Dec 02, 2016 12:20 pm
Forum: Estimation
Topic: SVAR Optimization control
Replies: 6
Views: 7487

Re: SVAR Optimization control

This is extremely clear, thank you very much for your help!
by sergio80
Fri Dec 02, 2016 9:07 am
Forum: Estimation
Topic: SVAR Optimization control
Replies: 6
Views: 7487

Re: SVAR Optimization control

Thank you very much. So the normalization is done after the optimization of the likelihood or is the optimization constrained? How does the algorithm decide whether to change the row of A^-1 or rather the column of B? And why would in some cases need to change the sign to both? It would be great if ...
by sergio80
Thu Dec 01, 2016 10:41 am
Forum: Estimation
Topic: SVAR Optimization control
Replies: 6
Views: 7487

Re: SVAR Optimization control

Thank you very much for your reply. How about the I also noticed that my results change quite drastically if i unclick the flag whcih says "normalize sign" under the "Optimization Control" menu. Can you please explain to me how the sign normalization is performed? Thank you very ...
by sergio80
Thu Nov 03, 2016 11:47 am
Forum: Estimation
Topic: SVAR Optimization control
Replies: 6
Views: 7487

SVAR Optimization control

Hi, i am estimating a SVAR in Eviews and imposing a structural factorizaion for identification. I would like to know how Eviews chooses initial conditions for the optimization. For instance, from the optimization control menu i see there is an option called "from residual correlation", doe...

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