how to change coefficients in an estimated VAR system

[horsehandsome]

Hi, I try to do bias correction of the coefficients in an estimated VAR model. We construct the VAR using 'system' command and then estimate it using 'estimate' command. My question is: we want to do some bias correction of the VAR coefficients. I already calculated the bias and know what values we want to use for the VAR coefficients. How can we go back to the VAR system to make these changes? The reason we want to have a VAR system with corrected coefficients is that we want to first do impulse response and second do bootstrapping. Thanks a lot for the help!

[TomDoan]

It sounds like you need the function %modelsetcoeffs(model,matrix of coefficients). That's used in, for instance, the example montevar.prg.

[horsehandsome]

Thanks a lot.