Search found 1 match

by orken
Fri Mar 23, 2012 8:01 am
Forum: Estimation
Topic: Impulse responses after SUR estimation
Replies: 1
Views: 1785

Impulse responses after SUR estimation

Hi guys, I am trying to estimate VAR with some coefficients of variables set to zero, which implies that the system is not VAR anymore and should be estimated by SUR for example. But I need to get IRF after estimating the system. Any ideas how I can do that in Eviews and whether it is posisble at al...

Go to advanced search