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- Thu Jan 20, 2011 10:35 pm
- Forum: Estimation
- Topic: Mixing long-run and short-run restrictions in SVAR
- Replies: 3
- Views: 4739
Mixing long-run and short-run restrictions in SVAR
Hi I am trying to estimate a SVAR like the one in Smets and Tsatsaronis (1997) and Gali (1992). The identification scheme involves a mixture of long-run and short-run restrictions. The EViews Manual says I cannot mix them but then I found this post http://forums.eviews.com/viewtopic.php?f=4&t=97...