EViews.com

Hi,

I normal estimate a system in structural form. Do you know how to obtain the reduced form parameters? In the menu is not a direct link. Does anybody know a trick? I don't want to do it manually or in other software. For example SAS and PcGive have a direct command for this situation.

Thanks a lot,

Milan

If you mean for a linear simultaneuous equations system, the reduced form is just a regression of each endogenous variable on all the exogenous variables.

Yes I know. But it is necessary to transform. It is not a regression on all the exogenous variables in the model. So I need to transform structural form to reduced form. It is not hard operation. You can do this manually or in Excel. But If you are estimating a large model, it is boring. Is possible to do it quick in EViews? With some matrix formula...or function...??
Thanks

Why don't you post your actual problem and explain what you're planning on doing with the reduced form? Perhaps someone here will have a more specific suggestion.