Dear members,
when building a model from a SVAR estimation (via proc/make model) the imposed short-run restrictions seem not to be transferred to the model.
Does somebody know how one could possibly take the restrictions along to the generated model?
Much obliged!
Building a model from a structural VAR estimation
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EViews Glenn
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Re: Building a model from a structural VAR estimation
Unfortunately, the only way to get a model object from that form of the VAR is to build the corresponding model in a system estimator.
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