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Re: st: RE: Re: SVAR in Stata11


From   Peter Claeys <[email protected]>
To   [email protected]
Subject   Re: st: RE: Re: SVAR in Stata11
Date   Tue, 04 Jan 2011 12:06:37 +0100

Dear Eric

thanks a lot for your reply. I did not get much more feedback from other users since then, I guess due to the holidays, so that is why I post it again.

My suspicion is that the outcome I get is due to some updating problem with Stata 11, but I have no idea about its reason. I have updated the entire file structure, installed/uninstalled Stata 11 but without results,

thanks

Peter

Al 04/01/2011 11:41, En/na DE SOUZA Eric ha escrit:
Dear Peter,

You posted this question on Dec 24 and were provided with an answer then.
Check Stata Archive to see my reply which contains the output from Stata.
Neither Syed Basher nor I experienced your problem.

Eric


Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Peter Claeys
Sent: 04 January 2011 11:35
To: [email protected]
Subject: st: Re: SVAR in Stata11

Dear all,

I am using Stata11 to set up an SVAR model. Before going to program my own material, I tried to replicate the examples on the SVAR Help.

I get an error message, after doing these 3 lines, telling me the following:


      webuse m1gdp
      matrix lr = (.,0\0,.)
      svar d.ln_m1 d.ln_gdp, lreq(lr)

r125
numdepvars() invalid -- invalid number, outside of allowed range

So it seems that if I have 2 variables, the program does not understand I have a 2x2 matrix with restriction (or vice versa).

I checked, and updated, my Stata11 license, and even with the most recent update, I get this message. Is there some practical issue I am overlooking?

thanks a lot,

Peter

--
Peter Claeys
Grup AQR IREA, Universitat de Barcelona
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--
Peter Claeys
Assistant Professor

Grup AQR IREA, Universitat de Barcelona
Facultat de Economia i Empresa
Torre IV, Av. Diagonal, 690
E-08034 Barcelona
[email protected]  or  [email protected]
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