EViews.com

Hi all,
I am trying to estimate a structural VAR for the 50 states using this specification (SUR and about 3600 data points over 35 years):

xak-wsak(-1)=c(1)*(xak(-1)-c(6)-c(2)*yak(-1))
yak-yak(-1)=c(11)*(xak(-1)-c(6)-c(12)*yak(-1))

xal-wsal(-1)=c(1)*(xal(-1)-c(6)-c(2)*yal(-1))
yal-yal(-1)=c(11)*(xal(-1)-c(6)-c(12)*yal(-1))

xar-xar(-1)=c(1)*(xar(-1)-c(6)-c(2)*yar(-1))
yar-yar(-1)=c(11)*(xsar(-1)-c(6)-c(12)*yar(-1))
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.
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When I include all states Eviews crashes. If I run the system with only 48 states I get Near Singular Matrix error but Eviews does not crash. If I take 20 states out Eviews completes the estimations and provides estimates with impressive significance but the signs points out to potential instability. My question is: Do you think the errors/crashes are related to a potential instability issue or are these two separate issues I have to address. Any help would be much appreciated. thanks.

Can you provide the version and build date of your copy of EViews (Help->About EViews)

Eviews 8 (64 bit) build date=Dec 19, 2013
thank you.

Could you provide your workfile and steps to replicate the crash/bad behaviour?

Crash is caused by a bug that crashes EViews for some singular matrix errors on multi-threaded computers in systems. We'll fix the crash, although you still won't be able to estimate, due to the singular matrix.

Thank you for your response. Would the patch be available through automatic update or do we have to download it from the site?

Automatic.