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st: SVAR and statistical test on the coefficients


From   "Marc Millers" <millers.marc@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: SVAR and statistical test on the coefficients
Date   Mon, 8 Dec 2008 08:32:34 +0700

Dear All,

I wish to run a 3-variable SVAR that allows the second variable to
have contemporanous impact on the first variable (thus not standard
recursive assumption). I also want to check if this coefficient on
this contemporanous term is statistically significant, but I am not
sure how to do this on STATA. Could anyone pls advice me on the steps
I can take to do this?

Thank you very much.

Best,
Marc
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