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- Fri Mar 22, 2013 2:18 pm
- Forum: Estimation
- Topic: SVAR restrictions
- Replies: 0
- Views: 2061
SVAR restrictions
Hi. I hope someone can help me with my question. I don't think it is particularly difficult but I can't work out how to do it. I would be most grateful for some help :) :) Basically I have a unrestricted VAR with 5 endogenous variables. I want to impose some Short Run restrictions for my impulse res...