I am estimating a VAR using the var command. I denote the coefficient matrix in the VAR by A and the constant vector by b. Denoting by "*" matrix multiplication and by "I" the identity matrix and by "inv(.)" the inverse of a matrix, I would like to do something like impose a constraint
constraint 1 [1 0 0 0 0]*inv(I-A)*b = [0 1 0 0 0]*inv(I-A)*b
Is this possible in Stata?
constraint 1 [1 0 0 0 0]*inv(I-A)*b = [0 1 0 0 0]*inv(I-A)*b
Is this possible in Stata?
