Long-run restrictions in a structural vector autoregression
27 October 2016
No comments
\(\def\bfA{{\bf A}}
\def\bfB{{\bf }}
\def\bfC{{\bf C}}\)Introduction
In this blog post, I describe Stata’s capabilities for estimating and analyzing vector autoregression (VAR) models with long-run restrictions by replicating some of the results of Blanchard and Quah (1989). Read more…