long-run restrictions

  1. S

    Running a Long-Run Structural VAR (SVAR)

    Good day, I am trying to run a 9 variable structural var with long-run restrictions. I used economic theory to impose restrictions rather than the Cholesky decomposition. However I am really confused as to what Matrix 'C' is in the Stata Manual. It is said there that yt= Abar(inverse)...