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- Fri Nov 30, 2012 3:56 am
- Forum: Estimation
- Topic: short-run restriction errors
- Replies: 2
- Views: 5749
Re: short-run restriction errors
Hi! I define the "A" matrix of strucutral restrictions: 1 0 0 0 na na na na 1 0 0 0 0 na 0 na 1 na 0 0 na na na na 1 0 0 na na 0 0 na 1 na 0 na 0 0 na na 1 0 0 0 na 0 na na 1 The B matrix is diagonal (na). I'm getting the same error message: Hessian of structural VAR likelihood is singular...