I have updated EViews (built 10 Jan 2010 now) and the problem still persists.The answer is the same - you should try updating.
Search found 2 matches
- Wed Feb 17, 2010 4:11 am
- Forum: Estimation
- Topic: Imposing Restrictions on SVAR
- Replies: 32
- Views: 55829
Re: Imposing Restrictions on SVAR
- Tue Feb 09, 2010 8:06 am
- Forum: Estimation
- Topic: Imposing Restrictions on SVAR
- Replies: 32
- Views: 55829
Re: Imposing Restrictions on SVAR
I have similar problem. I have tried to impose: @lr2(@u2)=0 @e1=c(1)*@u1 @e2=c(2)*@u2+c(4)*@u1 @e3=c(5)*@u3+c(6)*@u2+c(7)*@u1 - the system is over-identyfied and it doesn't work. I got "Syntax error. Cannot mix SR and LR restrictions". When I impose just-identyfying restrictions: @e1=c(1)*...