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Yes I know. But it is necessary to transform. It is not a regression on all the exogenous variables in the model. So I need to transform structural form to reduced form. It is not hard operation. You can do this manually or in Excel. But If you are estimating a large model, it is boring. Is possible...

Hi, I normal estimate a system in structural form. Do you know how to obtain the reduced form parameters? In the menu is not a direct link. Does anybody know a trick? I don't want to do it manually or in other software. For example SAS and PcGive have a direct command for this situation. Thanks a lo...