Search found 3 matches

by pei
Thu May 12, 2011 9:44 pm
Forum: VARs (Vector Autoregression Models)
Topic: Identifying VARs with sign restrictions
Replies: 103
Views: 144991

Re: Identifying VARs with sign restrictions

Dear Tom,
The above is my code, I have modified the code for three shocks and four variables. Nevertheless, results do not appear.
I might do something wrong. Could you please give me some suggestions?


pei
by pei
Thu May 12, 2011 7:41 am
Forum: VARs (Vector Autoregression Models)
Topic: Identifying VARs with sign restrictions
Replies: 103
Views: 144991

Re: Identifying VARs with sign restrictions

Dear Tom, Thank you very much for your suggestions. I am a beginner, so there will be many problems cannot understand. Thank you for your patience to answer my questions. I modified the sample,it works partially. But I don’t know what is worry with it, and how can I correct the mistakes. Please give...
by pei
Tue May 10, 2011 11:25 am
Forum: VARs (Vector Autoregression Models)
Topic: Identifying VARs with sign restrictions
Replies: 103
Views: 144991

Re: Identifying VARs with sign restrictions

Dear Tom,

I use code for four shocks from the forum.I am not quite sure whether the code is correct. Could you please give me some suggestions and feedbacks whether my code is correct?

Thank you very much for your help and kindness.


pei