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- Tue Oct 09, 2018 3:36 am
- Forum: Econometric Discussions
- Topic: Sign and Magnitude restriction in VAR (Eviews 9)
- Replies: 1
- Views: 3816
Sign and Magnitude restriction in VAR (Eviews 9)
Hi, I need help with estimating a VAR with sign and magnitude restrictions. My Problem is as follows: Suppose I have four variables: A, B, C, D. I want to assess the impact of shock in variable 'A' (in time t) on other variables- 'B', 'C' and 'D'. I want to impose a magnitude restriction and assume ...