Search found 3 matches
- Thu Feb 13, 2014 12:08 am
- Forum: Econometric Discussions
- Topic: Non-recursive overidentified SVAR
- Replies: 5
- Views: 6933
Re: Non-recursive overidentified SVAR
For what it's worth, I've had the same trouble with this specification in EViews but I can get output that seems plausible from RATS (using the CVModel). Of course, I'm applying the model to different data (NZ-based). Can you please tell me what is (CVModel), I just bought RATS. Thanks for your rep...
- Wed Feb 12, 2014 4:08 pm
- Forum: Econometric Discussions
- Topic: Non-recursive overidentified SVAR
- Replies: 5
- Views: 6933
Re: Non-recursive overidentified SVAR
The thing is once I enter the restrictions in eviews which are short-term restrictions. I get the msg "Hessian matrix is near-singular at final iteration parameter values". Please see the structure for the model I'm trying to estimate here http://postimg.org/image/qyo59tfxv/ Thanks for you...
- Thu Feb 06, 2014 4:27 pm
- Forum: Econometric Discussions
- Topic: Non-recursive overidentified SVAR
- Replies: 5
- Views: 6933
Non-recursive overidentified SVAR
I'm trying to estimate Non-recursive over identified SVAR model. Can we estimate such model using eviews? if not then which program I should use? any resources on estimating this type of models? Thanks a lot for any feedback. I'm really stuck right now and in need for help.