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- Tue Jan 27, 2009 9:46 pm
- Forum: Programming
- Topic: How to constraint estimated VAR coefficient to zero?
- Replies: 1
- Views: 5790
How to constraint estimated VAR coefficient to zero?
Hi all... I have problems in constructing constrained VAR. After estimating the unrestricted VAR, I would like to set its certain coefficients to zero and then translate them to impulse response function to compare the effect with the baseline VAR (unconstrained one), but I haven't found any possibl...