var sign restriction

[hichbenn]

I'm looking for a code where I can impose sign parameters restricitons on VAR models.

I found this way to do it for a simple regression: "To impose a positive sign on coefficient of y(t-1) write y(t)=(exp(a)))*y(t-1)+...You then need to use a non-linear regression program to estimate a. For negative of course you would just write (-exp(a))*y(t-1)"

Would you please help me to find a code to do it using a VAR model.

[TomDoan]

Why would you want to do that? VAR coefficients generally have signs that switch from lag to lag due to the high correlation of adjacent lags.