Search found 2 matches

by mth
Mon May 21, 2012 9:05 am
Forum: Estimation
Topic: SVAR residuals
Replies: 6
Views: 6680

Re: SVAR residuals

Many thanks! That helps a lot. I hadn't noticed the add-ins folder before.
by mth
Thu May 10, 2012 12:37 am
Forum: Estimation
Topic: SVAR residuals
Replies: 6
Views: 6680

Re: SVAR residuals

Hi, I am having a similar problem. I would like to obtain a historical decomposition for a SVAR with two endogenous variables and a long-run restriction. I successfully managed to run a structural decomposition with the HDecomp add-in. But does anyone know how to interpret the output? (for the two-v...

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