SVAR lag polynomials

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Nemster92
Posts: 3
Joined: Thu Jul 28, 2016 3:39 am

SVAR lag polynomials

Postby Nemster92 » Thu Jul 28, 2016 3:50 am

Hello,

I am attempting to model the SVAR model:
Xt = A0 + A1*t + B(L)*Xt-1 + C(L)dt + et

I'm struggling with the lag polynomials B(L) and C(L) as I'm not sure how to put these in? I'd like B(L) to have 4 lags and C(L) 13

Thank you in advance for your help guys!

Edit: Using Eviews 8

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