SVAR with block exogeneity
Posted: Mon Oct 04, 2010 1:30 am
If I have specified a system from a VAR and then excluded certain lags, I am then able to get a residuals. However, In order to identify the SVAR I still need to impose restrictions (in this case through the contemporaneous restrictions. Is this possible in EViews (5.1 or 6) with a system rather than only a UVAR?