Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: structural var

From   anna steccati <>
Subject   st: structural var
Date   Wed, 3 Mar 2010 13:47:48 +0100

Dear all,

I need to estimate a structural VAR with 2 equations as follows:



The presence of the contemporaneous term y in the first equation makes it
impossible to estimate it with the var command.

Is there a way to estimate the model with the SVAR command? Should I add
more identification restrictions?

Thank you,


*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index