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st: RE: Re: SVAR in Stata11

From   DE SOUZA Eric <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: Re: SVAR in Stata11
Date   Tue, 4 Jan 2011 11:41:12 +0100

Dear Peter,

You posted this question on Dec 24 and were provided with an answer then.
Check Stata Archive to see my reply which contains the output from Stata.
Neither Syed Basher nor I experienced your problem.


Eric de Souza
College of Europe
Brugge (Bruges), Belgium

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Peter Claeys
Sent: 04 January 2011 11:35
To: [email protected]
Subject: st: Re: SVAR in Stata11

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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