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st: SVAR question/problem
From
Sinan Hastorun <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: SVAR question/problem
Date
Wed, 25 Aug 2010 16:48:57 -0400
I am estimating a SVAR 3-equation model of employment, wage, and migration. I have 3 long-run restrictions and 1 of them concerns the impact of employment on migration (which is 0 in the LR). However, it seems like given this LR restriction, STATA does not give me any coefficients for the impact of employment on migration. What do I need to do in order to obtain the impact of this variable on migration? Should it be entered as a Short Run restriction? What exactly does the STATA output tell us when it gives coefficients?
My second and more critical question concerns "Variance Decomposition". The papers I examined using SVAR all obtained Variance Composition estimates. How do I obtain these?
Thank you,
Sinan
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