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st: contemporaneous var

From   [email protected]
To   [email protected]
Subject   st: contemporaneous var
Date   Wed, 20 Jul 2005 16:12:36 -0400

I want to estimate a two equation VAR where the dependent variable in the
first equation is entered contemporaneously in the second equation along
with its lag. Is there are way of entering a contemporaneous variable in
only one of the equations?

I would appreciate any suggestions.



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