Hi,
I am using Eviews 7.2.
After estimating a VAR and setting the identifying restrictions, how can I retrieve the resulting structural innovations/shocks to use them for further analysis?
Search found 1 match
- Thu Jul 11, 2013 7:26 am
- Forum: Estimation
- Topic: Retrieve structural shocks from SVAR
- Replies: 2
- Views: 4488