求助!!SVAR模型约束条件怎么用矩阵输入?
1 个回复 - 1393 次查看
MATRIX(7,7)PATA
PATA.FILL(BY=R)1,0,NA,NA,0,0,0,NA,1,NA,NA,NA,NA,NA,NA,0,1,NA,0,0,0,NA,0,NA,1,0,0,0,NA,0,NA,NA,1,0,0,NA,0,NA,NA,0,1,0,NA,0,NA,NA,0,0,1,
MATRIX(7,7)PATB=0
PATB(1,1)=1
PATB(2,2)=1
PA ...
2016-3-30 18:00 - BonnieSun - 计量经济学与统计软件
SVAR 短期约束条件
2 个回复 - 2041 次查看
X=u1
I=B1Y+B2X+u2
D=B3I+B4X+u3
Y=B5D+B6X+u4
B is beta
X: export, I: investment D: productivity, Y: GDP
in this Svar model. assume the X impact all othe variables, but other varibales don't ...
2011-9-5 18:48 - nbfyjhz - EViews专版