Estimation of TVP-SVAR

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.

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MaryK
Posts: 3
Joined: Mon Jan 23, 2017 3:48 am

Estimation of TVP-SVAR

Postby MaryK » Thu Jan 26, 2017 3:12 pm

Hello everyone,

I'm trying to perform a time-varying parameter SVAR with 4 variables on E-views 9. I have completely understoond the theory, however I don't know how to run the model or find the right priors on e-views.
Can anyone help me??? Tell me the basic steps??

Thank you in advance!
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dakila
Posts: 489
Joined: Tue Nov 24, 2015 4:57 pm

Re: Estimation of TVP-SVAR

Postby dakila » Thu Jan 26, 2017 3:34 pm

Try the time varying svar add-in.
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