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- 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...
