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Re: st: Re: long run SVAR


From   Syed Basher <syed.basher@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: long run SVAR
Date   Mon, 18 Jul 2011 08:25:51 +0300

Hi, could you please try the following:

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

That is, replacing "1" with "."  -- let me know if it works for you.

Syed

On Fri, Jul 15, 2011 at 8:24 AM, Onyi Lam <onyilam@gmail.com> wrote:
> 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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<>
Syed A. Basher
Department of Economic Policies,
Qatar Central Bank,
P.O. Box 1234, Doha, Qatar.

Phone: (974) 4445-6490
Fax: (974) 4441-6771
http://www.syedbasher.org/

*
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