restricted VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
Aktar
Posts: 74
Joined: Thu May 21, 2009 5:08 am

restricted VAR

Postby Aktar » Wed Feb 02, 2011 6:27 am

Hello,

I estimate a VAR model, and i want to restricted the matrix of variance-covariance before the estimation it is possible ?

Thank you
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests