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st: Re: long run SVAR


From   Onyi Lam <onyilam@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: long run SVAR
Date   Fri, 15 Jul 2011 14:24:25 +0900

Dear all,

I am trying to run a long run structural var with 5 variables and I have the following 10 constraints on C:

matrix C=(1,0,.,.,.\0,1,0,0,0\.,.,1,0,0\.,.,.,1,0\.,.,0,0,1)

svar {depvar}, lreq(C) lags(4) 

A 5 variable var should require 10 constraints to make it an exactly identified system but Iteration goes on forever.

I must have done something wrong. Can someone help with this and provide some insight?

Thank you very much in advance!

> 


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