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Re: st: Negative restrictions in svar
From
Sebastian Gomez <[email protected]>
To
[email protected]
Subject
Re: st: Negative restrictions in svar
Date
Tue, 1 Feb 2011 09:07:23 +0000
The problem is that I will later analyze Impulse Response Functions,
so I need the original variables. Besides, they also appear in some
other equations.
On 1 February 2011 09:01, Maarten buis <[email protected]> wrote:
> --- On Tue, 1/2/11, Sebastian Gomez wrote:
>> I will estimate a svar, with short-run constraints, using
>> acns(). I want to impose the restriction to one coefficient
>> so it's the negative of other, for example
>> d1*x - d1*y + d2*z = e
>
> I don't know -svar-, but often you can impose such a constraint
> by creating a new variable:
>
> d1*x - d1*y + d2*z = e
> d1*(x-y) + d2*z = e
>
> So if you create a new variable that is x -y and add that
> new variable instead of x and y. The coefficient of that new
> variable is the d1 you are looking for.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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--
Sebastián Gómez Cardona
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