SVAR Estimation - Urgent Help

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Yashar
Posts: 2
Joined: Thu May 12, 2011 5:46 am

SVAR Estimation - Urgent Help

Postby Yashar » Thu Aug 02, 2012 3:00 am

Hi there
I estimated var and SVAR for some series before , but today when i want to redo those test for the same series i've got the famous error "hessian matrix is near to ...."
interestingly ,i can estimate the SVAR manually and by menus but i can not do the same with codes ! :shock:
In attachment you would find the part of codes i am using for svar and the workfile(series)
and also i upload the whole program so you can get the sense of what is going on with my series.
Attachments
wholeprgram.prg
whole program
(14.04 KiB) Downloaded 276 times
the svar.prg
SVAR codes
(784 Bytes) Downloaded 278 times
tets.wf1
workfile
(32.95 KiB) Downloaded 232 times

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