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Error Message in SVAR

Posted: Fri Mar 17, 2017 4:03 am
by indrani_5
I am running a SVAR with recursive ordering. However, I get the following error message

"Missing Operand or Adjacent Operators
>>>>mpute nfree=%nreg*<<<<"

Can anyone help me rectify this. The RATS routine is attached.

Re: Error Message in SVAR

Posted: Fri Mar 17, 2017 7:53 am
by TomDoan
compute nfree=%nreg*

%NREG times what? * is the multiplication operator. You may have accidentally deleted an end-of-line and pulled a comment tag up.

By the way, your SVAR is just a Cholesky factor.

Re: Error Message in SVAR

Posted: Fri Mar 17, 2017 11:40 pm
by indrani_5
It is a cholesky factor because of recursive ordering?

Re: Error Message in SVAR

Posted: Sat Mar 18, 2017 8:08 am
by TomDoan
Yes. It's a solid lower triangle. Whether that's a B model or A model, that structure is a Cholesky factor.