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SVAR restrictions

Posted: Mon Mar 04, 2013 3:52 pm
by daibowen
Can I put both short-term restrictions and long-term restrictions at the same time by Eviews when estimate Structural VAR?

Re: SVAR restrictions

Posted: Mon Mar 04, 2013 4:23 pm
by EViews Gareth
From the manual:
We caution you that while you can list multiple long-run restrictions, you cannot mix short-run and long-run restrictions.