Introduction
Key Features
Command Line Switches
Defining the VAR Model
VAR Model
Graphical User Interface
Main Program
Classical Analysis
Cointegration Rank Tests
Restrictions on (alpha,beta)
Results
Restrictions on Beta
Restrictions on Alpha
Identification & Estimation
Results
Restrictions on C
Restrictions on B and A=C*B
Bayesian Analysis
Bayesian Analysis
Prior Distributions
Input and Output
Directory Structure
Directory Structure
Data Input Files
Data Input
Text Files
Matlab MAT Files
Spreadsheets
Model Input File
The Model File
Identification
Identification
Identification Issues
Local Identification
Common Trends Model - Part 1
Common Trends Model - Part 2
An Over-Identification Issue
Bootstrapping
Bootstrapping
Common Features
Trace Distribution
Cointegration Space Tests
Nyblom Distribution
Eigenvalue Fluctuation Test
Recursive Fluctuation Test
Specification Tests
Markov Switching Test
Alpha, Delta, Gamma
Beta
Structural Parameters
Editing Graphics
Editing Graphics
General Editing Tools
Common Editing Tools
Menus
Toolbar
Context Menus and Dialogs
Axes Properties Dialog
Axes Context Menu
Legend Context Menu
Line Context Menu
Scatter Plot Context Menu
Bar/Patch Context Menu
Rectangle Context Menu
Surface Context Menu
Light Context Menu
Text Context Menu
Editing 2D Plots
2D Editing Tools
Editing 3D Plots
3D editing Tools
Graphics Output
Supported Graphics
Preferences
Preferences
Preference Tabs
General
Estimation
Statistics
Viewers
Bayesian
Graphics
Cointegration
Recursion
Utilities
Simulation
Forecasting
TeX
TeX Preamble
Output Controls
Miscellaneous
FAQ
Frequently Asked Questions
Answers
File does not contain any numeric data
How do you convert a unicode text file to a text file?
How do you create a scatter plot?
Where was the splash screen picture taken?
Other Information
To Do
Known Issues
About
Acknowledgements
References
References

Structural VAR - Copyright © 2001-2008 Anders Warne