A parameter sign restrictions in VAR models
Posted: Fri Feb 22, 2013 4:04 am
Would anyone help me find a code or how to estimate a VAR model with parameter sign restrictions?
If anyone have this code in any other softwares, PLEASE, dont hesitate to share it with me :)
If anyone have this code in any other softwares, PLEASE, dont hesitate to share it with me :)