EViews.com

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.

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.