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st: SVAR question/problem


From   Sinan Hastorun <SinanH@remi.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: SVAR question/problem
Date   Wed, 25 Aug 2010 16:48:57 -0400

I am estimating a SVAR 3-equation model of employment, wage, and migration. I have 3 long-run restrictions and 1 of them concerns the impact of employment on migration (which is 0 in the LR). However, it seems like given this LR restriction, STATA does not give me any coefficients for the impact of employment on migration. What do I need to do in order to obtain the impact of this variable on migration? Should it be entered as a Short Run restriction? What exactly does the STATA output tell us when it gives coefficients? 

My second and more critical question concerns "Variance Decomposition". The papers I examined using SVAR all obtained Variance Composition estimates. How do I obtain these?

Thank you,

Sinan 




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