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by spoblete
Mon Jan 25, 2010 11:03 am
Forum: Estimation
Topic: SUR and SVAR
Replies: 0
Views: 2050

SUR and SVAR

I want to replicate the methodology of a paper about structural VARs called "A structural Var business cycle model for a volatile small open economy" Buckle et al. 2007 . They estimated the reduced form VAR using a SUR (Seemingly Unrelated Regression) including some restriction in lagged v...

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