EViews.com

I want to replicate the methodology of a paper about structural VARs called "A structural Var business cycle model for a volatile small open economy" Buckle et al. 2007 . They estimated the reduced form VAR using a SUR (Seemingly Unrelated Regression) including some restriction in lagged variables. After of that they estimate contemporaneous matrix B, using maximu liklihood.

Is it possible in Eviews.

Thanks a lot.

Sergio