Building a model from a structural VAR estimation
Posted: 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!
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!