Reduced form

[milanbouda]

Hi,

I normal estimate a system in structural form. Do you know how to obtain the reduced form parameters? In the menu is not a direct link. Does anybody know a trick? I don't want to do it manually or in other software. For example SAS and PcGive have a direct command for this situation.

Thanks a lot,

Milan

[startz]

If you mean for a linear simultaneuous equations system, the reduced form is just a regression of each endogenous variable on all the exogenous variables.

[milanbouda]

Yes I know. But it is necessary to transform. It is not a regression on all the exogenous variables in the model. So I need to transform structural form to reduced form. It is not hard operation. You can do this manually or in Excel. But If you are estimating a large model, it is boring. Is possible to do it quick in EViews? With some matrix formula...or function...??
Thanks

[startz]

Why don't you post your actual problem and explain what you're planning on doing with the reduced form? Perhaps someone here will have a more specific suggestion.