Structural VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
Akin
Posts: 1
Joined: Fri Jul 25, 2014 3:10 am

Structural VAR

Postby Akin » Fri Jul 25, 2014 3:18 am

I am trying to run an SVAR model with 7 variables. The methodology I am following requires that I exclude the lags of some variables from some of the equations. How do I do that? i can't seem to figure out how to remove certain lags from the model.

Also in estimating the structural factorization with the short run matrices A and B, are the restrictions only placed on the contemporaneous relations?
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 1 guest