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st: Re: SVAR in Stata11

From   Peter Claeys <[email protected]>
To   [email protected]
Subject   st: Re: SVAR in Stata11
Date   Tue, 04 Jan 2011 11:34:33 +0100

Dear all,

I am using Stata11 to set up an SVAR model. Before going to program my own material, I tried to replicate the examples on the SVAR Help.

I get an error message, after doing these 3 lines, telling me the following:

    webuse m1gdp
    matrix lr = (.,0\0,.)
    svar d.ln_m1 d.ln_gdp, lreq(lr)

numdepvars() invalid -- invalid number, outside of allowed range

So it seems that if I have 2 variables, the program does not understand I have a 2x2 matrix with restriction (or vice versa).

I checked, and updated, my Stata11 license, and even with the most recent update, I get this message. Is there some practical issue I am overlooking?

thanks a lot,


Peter Claeys
Grup AQR IREA, Universitat de Barcelona
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