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Re: st: SVAR residuals

From   Robert A Yaffee <>
Subject   Re: st: SVAR residuals
Date   Fri, 8 Feb 2013 15:41:38 -0500

   Are you referring to orthogonalized shocks, or reduced-form innovations?

On Thu, Feb 7, 2013 at 5:49 AM, Laura S. <> wrote:
> Hi!
> I am currently estimated a VAR as well as a SVAR after having imposed some restrictions. However I want to get the coefficient matrices for the SVAR for which i need the matrix of residuals from the VAR and the SVAR... I have no command for that though... Could you help me?
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Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University



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