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Statalist: recursive VAR


From   "James Woo" <soleiwoo@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Statalist: recursive VAR
Date   Fri, 26 Aug 2005 12:25:18 -0500

I am trying to run a recursive VAR (vector autoregression) in which some equation(s) of the VAR system contains the current value of other variable(s) , not just past values of the variables.

I wonder if Stata allows for including some of the current values of variable(s).
Anyone who is familiar with VAR in Stata, please reply.

Many thanks!

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