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- Wed Mar 21, 2012 6:49 am
- Forum: Estimation
- Topic: How to perform a recursive VAR
- Replies: 4
- Views: 6370
How to perform a recursive VAR
Hi, I would like to estima a recursive VAR in eviews 7, following this model. But I'm not sure how to do it. Should I estimate a VAR and then use the "Cholesky - dof adjusted" option at the "Impulse definition" section of the impulse response function? Could you enlighten me plea...