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Posted: **Wed Oct 22, 2008 6:35 am**

I am using the following program to estimate a SVAR with restriction and using a rolling window
I get the following error message "Invalid or duplicate specification in DO-VAR1.SVAR(RTYPE=TEXT)
If a use the entire sample the program runs ok
Pedro Valls
___________________________________________________________
'First series are defined

series c1
series c2
series c3
series c4
series c5
series c6

'define loop

for !i=4 to 2347-200
smpl @first+!i @first+200+!i
var var1.ls 1 2 deprec fin com @deltadifjur deltaibov deltaembi

var1.append(svar) @e1=-c(1)*@e2-c(1)*@e3+c(2)*@u1

var1.append(svar) @e2=-c(3)*@e1+c(4)*@u2

var1.append(svar) @e3=-c(5)*@e1+c(6)*@u3

var1.svar(rtype=text)

c1=c(1)
c2=c(2)
c3=c(3)
c4=c(4)
c5=c(5)
c6=c(6)

next

smpl @all

Posted: **Wed Oct 22, 2008 8:08 am**

You need to clear the text from your VAR:

Code: Select all


var var1.ls 1 2 deprec fin com @ deltadifjur deltaibov deltaembi
var1.cleartext(svar)
var1.append(svar) @e1=-c(1)*@e2-c(1)*@e3+c(2)*@u1

Posted: **Wed Oct 22, 2008 12:52 pm**

Gareth
Thank´s very much
Pedro Valls

Posted: **Thu Oct 30, 2008 1:10 am**

HI,

I want to run rolling VAR regression in eviews and also to have the standard errors of the rolling coefficents. Please can anyone help me to write a progrm for running rolling regression.

thanks

Hassan

Posted: **Thu Nov 06, 2008 6:39 pm**

Hallo Frands!

I`m teacher from weak busines cshool, i want now how estmate equasion for selary = 100 + age +educate

how do make?

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