Impulse responses after SUR estimation

[orken]

Hi guys,

I am trying to estimate VAR with some coefficients of variables set to zero, which implies that the system is not VAR anymore and should be estimated by SUR for example. But I need to get IRF after estimating the system. Any ideas how I can do that in Eviews and whether it is posisble at all by using this software?
many thanks.

[EViews Gareth]

Unfortunately there is nothing built in that will do this. As you correctly point out, in order to estimate the VAR with zero restrictions, you have to convert it into a System, but as soon as it is in a System, you can no longer produce IRFs.