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st: SVAR estimation question
From
Charles Koss <[email protected]>
To
Stata List <[email protected]>
Subject
st: SVAR estimation question
Date
Tue, 10 May 2011 11:01:18 -0500
Dear list members:
Does someone knows why stata estimates SVAR models using the
concentrated likelihood function instead of estimating simultaneously
the parameters of the underlying var altogether with matrices A and B?
what is the logic of this conditional estimation?
Reference page in stata 11: 405
Thank you,
Charles
--
Charles Koss
http://charlesonnet.blogspot.com
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