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- Wed May 04, 2011 5:28 am
- Forum: Estimation
- Topic: SVAR estimation
- Replies: 18
- Views: 38554
Re: SVAR estimation
As a relatively new user of EViews, I'm attempting to estimate IRFs from a SVAR estimated using the 'Model' object in EViews 6. In particular, I am trying to replicate Stock and Watson (2001) -- "Vector Autoregressions", Journal of Economic Perspectives -- who estimated a 3-variable SVAR, ...