Is there a quick way to code the following without individually specifying
each right hand side lag?
Y = Y(-1) Y(-2) X(-1) X(-2)
X = Y(-1) Y(-2) X(-1) X(-2)
I ask this because I have a large model with four lags. So I was wondering
if there is a quick way to do something like the following
Y = Y(-1 to -2) ....
X = Y(-1 to -2) ....
I've been using seemingly unrelated regressions (sur) method and system