Estimation of TVP-SVAR
Posted: 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!
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!