As far as the VAR object does not allow to handle restrictions on lag coefficients and E-VIEWS guide suggest to estimate these VAR as a sytem,
Is there a convenient way to create impulse response functions for a system or any other way to obtain an IRF for a non-standard VAR?
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- Wed Jun 05, 2013 1:26 am
- Forum: Estimation
- Topic: Impulse response function in non-standard VAR
- Replies: 1
- Views: 1760