Search found 2 matches
- 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.
- 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...
