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Impulse response function in non-standard VAR

Posted: Wed Jun 05, 2013 1:26 am
by DORNAS
As far as the VAR object does not allow to handle restrictions on lag coefficients and E-VIEWS guide suggest to estimate these VAR as a sytem,

Is there a convenient way to create impulse response functions for a system or any other way to obtain an IRF for a non-standard VAR?

Re: Impulse response function in non-standard VAR

Posted: Wed Jun 05, 2013 7:54 am
by EViews Gareth
Unfortunately there is nothing built in to do it, nor do I know of any programs that can.