SVAR restrictions

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
daibowen
Posts: 1
Joined: Mon Mar 04, 2013 3:49 pm

SVAR restrictions

Postby daibowen » Mon Mar 04, 2013 3:52 pm

Can I put both short-term restrictions and long-term restrictions at the same time by Eviews when estimate Structural VAR?
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: SVAR restrictions

Postby EViews Gareth » Mon Mar 04, 2013 4:23 pm

From the manual:
We caution you that while you can list multiple long-run restrictions, you cannot mix short-run and long-run restrictions.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests