SVAR Estimation - Urgent Help
Posted: Thu Aug 02, 2012 3:00 am
Hi there
I estimated var and SVAR for some series before , but today when i want to redo those test for the same series i've got the famous error "hessian matrix is near to ...."
interestingly ,i can estimate the SVAR manually and by menus but i can not do the same with codes !
In attachment you would find the part of codes i am using for svar and the workfile(series)
and also i upload the whole program so you can get the sense of what is going on with my series.
I estimated var and SVAR for some series before , but today when i want to redo those test for the same series i've got the famous error "hessian matrix is near to ...."
interestingly ,i can estimate the SVAR manually and by menus but i can not do the same with codes !
In attachment you would find the part of codes i am using for svar and the workfile(series)
and also i upload the whole program so you can get the sense of what is going on with my series.