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st: SVAR estimation question


From   Charles Koss <hqtiger@gmail.com>
To   Stata List <statalist@hsphsun2.harvard.edu>
Subject   st: SVAR estimation question
Date   Tue, 10 May 2011 11:01:18 -0500

Dear list members:

Does someone knows why stata estimates SVAR models using the
concentrated likelihood function instead of estimating simultaneously
the parameters of the underlying var altogether with matrices A and B?
what is the logic of this conditional estimation?

Reference page in stata 11: 405

Thank you,

Charles

-- 
Charles Koss
http://charlesonnet.blogspot.com
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