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  • How to use parameter matrices and matrix commands in VAR constraints?

    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?

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