Re: [Gretl-users] svar inquiry
On Thu, 3 Jul 2014, Deborah Sy wrote:
Hi Jack,
It is nice that the Blanchard-Quah model was given an example in the
revised manual. However, as I try it I stumbled upon an error which I
think, requires my matrix to be positive definite. The following is the
script code shown:
Matrix is not positive definite
*** error in function imp2exp
> matrix s = R'invpd(R*R')*d
called by function init_C
called by function SVAR_estimate
Error executing script: halting
> SVAR_estimate(&Mod)
Any feedbacks about this?
Ah, this is interesting. Is the structure of your constraints the same as
the one you postred a few days ago?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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