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gang
July 07, 2014 04:17PM
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Moderator
Registered: 11 years ago
Posts: 2,660
Nate,
Just as in SEM, the maximum number of paths that can be estimated in SVAR is n(n-1)/2, where n is the number of nodes. With 3 regions, you're left with 3 free parameters at the most.
Gang
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1dSVAR Matrix Issue
Nathaniel Harnett
July 07, 2014 02:29PM
Re: 1dSVAR Matrix Issue
gang
July 07, 2014 04:17PM
Re: 1dSVAR Matrix Issue
Nathaniel Harnett
July 08, 2014 02:32PM
Re: 1dSVAR Matrix Issue
gang
July 09, 2014 10:03AM