hello, i am using VAR on stata but i am not sure i understand your question
can you elaborate on the "current values of the variables"
best
costas
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of James Woo
Sent: 26 August 2005 18:25
To: [email protected]
Subject: Statalist: recursive VAR
I am trying to run a recursive VAR (vector autoregression) in which some
equation(s) of the VAR system contains the current value of other
variable(s) , not just past values of the variables.
I wonder if Stata allows for including some of the current values of
variable(s).
Anyone who is familiar with VAR in Stata, please reply.
Many thanks!
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