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st: Quick question about SVAR


From   "J S" <ss2524@gmail.com>
To   statalist@hsphsun2.harvard.edu, statauser@gmail.com
Subject   st: Quick question about SVAR
Date   Sun, 30 Nov 2008 13:23:07 -0500

Hi All,

I am quite new to multivariate time series and have been trying to
Svar model on STATA. I ultimately want to compare the results of the
stadard VAR model with that of SVAR with different restrictions.

I have specified restrictions on matrix A and got the results for the
elements of matrix A, but what I am ultimately interested in is
whether some of the coefficients on the key variables in my model
remain statistically significant under different restrictions. When I
put in option "var" at the end of the command, the model give out the
exact same results for the normal VAR without the structural
restrictions added in.

Is there anyway I can generate the same output like that of VAR for
SVAR (i.e. that tells me the coefficient on each lagged variabel and
whether they are significant, instead of giving me elements of matrix
A)?

Thank you for your help.
Santi
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