SVAR with block exogeneity

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adfung
Posts: 5
Joined: Thu Feb 25, 2010 7:28 pm

SVAR with block exogeneity

Postby adfung » Mon Oct 04, 2010 1:30 am

If I have specified a system from a VAR and then excluded certain lags, I am then able to get a residuals. However, In order to identify the SVAR I still need to impose restrictions (in this case through the contemporaneous restrictions. Is this possible in EViews (5.1 or 6) with a system rather than only a UVAR?
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