On Wed, 14 Dec 2011, Sven Schreiber wrote: We should probably enable the "restrict" command for VARs at some point, but as Sven says you can do this as an SUR system. Here's a trivial example: <hansl> open data9-7 # set up the common regressors list X = const INCOME(-1 to -4) PRIME(-1 to -4) varsys <- system equation INCOME X equation PRIME X end system restrict varsys b[1,2] - b[2,2] = 0 end restrict estimate varsys method=SUR </hansl> Allin Cottrell