Building a model from a structural VAR estimation

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msj
Posts: 4
Joined: Tue Jan 05, 2016 12:10 pm

Building a model from a structural VAR estimation

Postby msj » Thu Jan 14, 2016 7:15 am

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!

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Building a model from a structural VAR estimation

Postby EViews Glenn » Fri Jan 15, 2016 9:36 am

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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