(defbfA{{bf A}} defbfB{{bf }} defbfC{{bf C}})Introduction In this blog post, I describe Stata’s capabilities for estimating and analyzing vector autoregression (VAR) models with long-run restrictions by replicating some of the results of Blanchard and Quah (1989). Framework In previous posts, I have identified the parameters of a structural VAR model by imposing restrictions on how […]
