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Customized(?) VAR

Posted: Tue Jun 16, 2015 3:14 am
by thwiaethae
In EViews VAR estimation, if we have two endogenous variables(y1, y2) with lag (1 1),

I know that I have following equations

y1=c(1)+c(2)*y1(-1)+c(3)*y2(-1)+e1
y2=c(4)+c(5)*y1(-1)+c(6)*y2(-1)+e2

but, I wonder that I can estimate following customized(?) equations

y1=c(1)+c(2)*y1(-1)+e1
y2=c(4)+c(5)*y1(+0)+c(6)*y2(-1)+e2

Is that possible estimation in VAR? (My boss told me that this estimation is possible, but I don't know ㅜㅜ)

Re: Customized(?) VAR

Posted: Tue Jun 16, 2015 5:03 am
by EViews Gareth
No with a VAR. You'll have to use a System instead. You can convert a VAR into a System by using Proc->Make System.