| 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