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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)
r125
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
--
Peter Claeys
Grup AQR IREA, Universitat de Barcelona
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