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a certain type of SVAR estimation

2005-10-21
2013-04-30
  • Hi,

    I have just downloded it and it looks like a very convenient program for applied workers!

    I would like to learn whether it is possible in JMulti to restrict both the comtemporenous and lagged coefficients in an SVAR?

    Thanks  

     
  • Andrew
    Andrew
    2010-10-13

    I had the same question. I have just downloaded it and it would appear not. Digging a little deeper to see if there really is no way to do this…