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?
Impulse response function in non-standard VAR
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EViews Gareth
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Re: Impulse response function in non-standard VAR
Unfortunately there is nothing built in to do it, nor do I know of any programs that can.
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