st: Fwd: Collinearity trouble with SVAR

[Samuel Bailey <smbailey1@uchicago.edu>]

Hello,
I have a dataset of unemployment of 283 cities over 6 years. Each city
is its own variable. I would like to estimate an SVAR where for a
given city i at time t+1, the unemployment of another city j at time t
is included if and only if i and j are in the same state. (The
weighing matrix is thus composed of 0's and 1's.) The command I'm
using is

svar unemp_dev*, aeq(adj) lags(1)

which leads to all but one variable being dropped, and the an error
message saying aeq() does not have the correct row dimension.

I'm not sure at what point the collinearity is coming from. If it's
after multiplication by the weighing matrix, I can change that to
something like distances which I imagine will be less sparse, but it
may be the data itself.

Sincerely,
Sam Bailey
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