Hi All,
I 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.
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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