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- Sun Apr 21, 2013 1:31 pm
- Forum: Estimation
- Topic: SVAR residuals
- Replies: 6
- Views: 6687
Re: SVAR residuals
Hello! I also estimated a SVAR with two endogenous variables and long run restrictions and used the hdecomp add-in in order to obtain the structural residuals. I obtained that matrix with six columns and i am not very sure what are the series of my structural residuals (I should get two in my case.....