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RE: Statalist: recursive VAR


From   "Theodorou, C." <ct51@leicester.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: Statalist: recursive VAR
Date   Fri, 26 Aug 2005 18:30:57 +0100

hello, i am using VAR on stata but i am not sure i understand your question

can you elaborate on the "current values of the variables"

best 
costas

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of James Woo
Sent: 26 August 2005 18:25
To: statalist@hsphsun2.harvard.edu
Subject: Statalist: recursive VAR


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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