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var svar — Structural vector autoregressive models

var svar — Structural vector autoregressive models

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6var svar— Structural vector autoregressive models noisure specifies that the VAR coefficients be estimated via one-step seemingly unrelated regression when varconstraints() is specified. By default, svar estimates the coefficients in the VAR via iterated seemingly unrelated regression when varconstraints() is specified.

  Model, Structural, Vector, Vsra, Autoregressive, Var svar structural vector autoregressive models, Svar structural vector autoregressive models

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