14 lines
317 B
Modula-2
14 lines
317 B
Modula-2
// same as test_lower_cholesky.mod, but using exclusion syntax
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var R Pie Y;
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varobs Y Pie R;
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svar_identification;
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restriction equation 1, coeff(Pie,0) = 0;
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restriction equation 1, coeff(Y,0) = 0;
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restriction equation 2, coeff(Y,0) = 0;
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end;
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sbvar(datafile=msdata,freq=4,initial_year=1959,final_year=2005,nlags=4);
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