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Re: st: SVAR residuals


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SVAR residuals
Date   Fri, 8 Feb 2013 15:41:38 -0500

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


On Thu, Feb 7, 2013 at 5:49 AM, Laura S. <laura@sochat.org> 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

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

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