Structural VAR Help
Contents
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- * -
*.var
- A -
A matrix
A matrix shrinkage
A4
About
Acknowledgements
Adjust for best performance
Adobe Illustrator File
ai file
Alpha - Recursive estimation
ARCH Test
Automatic Save Graphics
Axes Box
Axes Color
Axes Font
- B -
B matrix
Background Color
Bartlett Correct Lag Order Tests
Bartlett Correct Ljung-Box Test
Bartlett Correct Trace Test
Baseline shrinkage
Bayesian Estimation
Black and White Graphics
Block bootstrap
bmp file
Bootstrapped Residuals
Bootstrapping
Bootstrapping - A matrix
Bootstrapping - Alpha
Bootstrapping - ARCH Test
Bootstrapping - B matrix
Bootstrapping - Beta
Bootstrapping - Cointegration Space
Bootstrapping - Cointegration Space Tests
Bootstrapping - Common features
Bootstrapping - delta
Bootstrapping - Eigenvalue Fluctuation Test
Bootstrapping - Exclusion Tests
Bootstrapping - Gamma
Bootstrapping - Granger Causality Test
Bootstrapping - Impulse Responses
Bootstrapping - Lag Order Test
Bootstrapping - Ljung-Box Test
Bootstrapping - LR test for alpha
Bootstrapping - LR Test on Beta
Bootstrapping - Markov switching
Bootstrapping - Normality Test
Bootstrapping - Nyblom Distribution
Bootstrapping - Omnibus Test
Bootstrapping - Phi
Bootstrapping - Ploberger
Krämer and Kontrus Fluctuation Test
Bootstrapping - Psi
Bootstrapping - Recursive Fluctuation Test
Bootstrapping - Serial Correlation Test
Bootstrapping - Specification Tests
Bootstrapping - Stationarity Tests
Bootstrapping - Structural Parameters
Bootstrapping - Test on Constant
Bootstrapping - Test on Trend
Bootstrapping - Trace Distribution
Bootstrapping - Weak Exogeneity Test
Burn-in draws
- C -
C matrix
C matrix Estimate
C restriction
Change confidence band size
Change deterministic variables
Change GUI font
Change lag order
Change number of responses
Check for updates
Chow Break-Point Test
Chow Forecast Test
Chow Sample-Split Test
Chow Test
Cointegration Rank Test
Cointegration Vectors
Colored Graphics
Comma Separated Values Files
Command Line Switches
Common Cycles Test
Common Trends
Confidence bands for beta
Constancy Test
Contact Information
Convergence Criterion
Correlation shrinkage
covert
Create alpha restrictions
Create beta restrictions
create scatter plot
Critical Values of trace tests
Crop Image
- D -
-d
Data Input
Data Units
Deterministic Variables Tests
--dir
Directory Structure
Doornik-Hansen Test
Draws per Replication
DVI Viewer
dvipdfm
- E -
Editing Tools
Editor
Eigenvalue Fluctuation Test
Eigenvalues for trace tests
emf file
Encapsulated PostScript File
Enhanced MetaFile
eps file
Estimate alpha
Estimate beta
Estimate C restrictions
Estimate contemporaneous restrictions
Estimate long-run restrictions
Estimate structural model
Estimation algorithm for alpha
Estimation algorithm for beta
Estimation Method
Estimation sample
Excel
Exclusion Test for Beta
Exclusion Test for Deterministic Variables
Exogeneity shrinkage
Export data
External Viewers
- F -
-f
FAQ
fig file
FigEditor
--figure
FIML
Fluctuation Test
Forecasts
fractional marginal likelihood
- G -
Geometry
Ghostscript
Gibbs sampling
Granger Causality Test
Graphics Editing
Graphics Editing - 2D Axes Context menu
Graphics Editing - 2D Plots
Graphics Editing - 3D Axes Context Menu
Graphics Editing - 3D Plots
Graphics Editing - 3D Tools Menu
Graphics Editing - Axes Context Menu
Graphics Editing - Axes Properties Dialog
Graphics Editing - Bar Context Menu
Graphics Editing - Legend Context Menu
Graphics Editing - Light Context Menu
Graphics Editing - Line Context Menu
Graphics Editing - Menus
Graphics Editing - Patch Context Menu
Graphics Editing - Rectangle Context Menu
Graphics Editing - Surface Context Menu
Graphics Editing - Text Context Menu
Graphics Editing - Toolbar
Graphics Format
Graphics Output Files
Grid Lines
gsprint
GSview
GUI font
- H -
-h
Hansen-Johansen Fluctuation Test
--help
Help File Viewer
hgl file
Historical Decompositions
HP Graphics Language File
Hyperparameters
- I -
Icon
Identification
identification test
Identifying common trends
Import data
Impulse Responses
Information Criteria
Input Files
Interpolation Function
Introduction
IrfanView
Iterations
- J -
Joint posterior distribution
JPEG File
jpg file
- K -
Kernel Density
Known Issues
- L -
Label Color
Label Font
Lag length shrinkage
Lag Order Test
Lag Order Test Horizon
Landscape
LaTeX
LaTeX File
LaTeX Output
LaTeX Preamble
Letter
Ljung-Box Test
local identification
Locate output files
Long Run Restrictions for Deterministic Variables
Lotus 1-2-3
LSTR1 Model
- M -
Main Program
Manage Models
marginal likelihood
Marginal posterior distribution
Markov Chain Monte Carlo
Markov Chain Monte Carlo sampling
Markov switching
Match Data Units
MatLab Fig Files
MatLab MAT Files
Mayura Draw
MCMC
MCMC convergence
MCMC sampling
Metropolis-Hastings sampling
MiKTeX
Model File
Monte Carlo
Multi-Step Granger Causality Test
Multivariate ARCH test
- N -
Non-parametric bootstrapping
Normality Test
Number of Iteration
Number of Lags
Number of Replications
Nyblom Test for Beta
- O -
Off-diagonal shrinkage
Omnibus Test
Open alpha restrictions from file
Open beta restrictions from file
Open Model
Options
Out-of-sample Forecasts
Output File
Over-identification Issue
- P -
Page Setup
Paintbrush 24-bit File
Painters Renderer
Paper Position
Paper Size
Paper Units
Parameter Constancy Test
Parameterization
Parametric bootstrapping
Partial posterior distribution
pbm file
pcx file
pdf file
PDF Viewer
pdfLaTeX
Permanent and Transitory Shock Components
Permanent Shocks
pgm file
png file
Portable Bitmap File
Portable Document Format File
Portable Document Format Viewer
Portable Graymap File
Portable Network Graphics File
Portable Pixmap File
Portmanteau Test
Portrait
PostScript File
PostScript to PDF
PostScript Viewer
Power evaluation
ppm file
Preferences
Preferences - Bayesian
Preferences - Cointegration
Preferences - Estimation
Preferences - Forecasting
Preferences - General
Preferences - Graphics
Preferences - Miscellaneous
Preferences - Output Control
Preferences - Recursion
Preferences - Simulation
Preferences - Statistics
Preferences - TeX
Preferences - TeX Preamble
Preferences - Utilities
Preferences - Viewers
Print - Black and White
Print - Color
Print output
Prior Distribution
Proportionality Restrictions for Deterministic Variables
ps file
PS Viewer
pskill
pslist
Pstoedit
PsTools
pstopdf
p-values of trace tests
- R -
-r
Random Numbers
Recording Movie
Recursive estimate of alpha
Recursive Estimation
Recursive estimation of beta
Recursive marginal likelihood
References
Rename structural shocks
Rename variables
Renderer
Replications
Rescale data
Residual Analysis
Residual Statistics
Restrict A
Restrict Alpha
Restrict B
Restrict Beta
Restrict C
Results for restrictions on alpha
Results for restrictions on B
Results for restrictions on beta
Results for restrictions on C
Reuse Bootstrapped Residuals
Rotating 3D Plots
--run
Running Structural VAR
- S -
Save alpha restrictions
Save beta restrictions
Save Model
Save Plot
Save Results
Scale data
scatter
Scatter plot options
Seasonal dummies
Select Bayesian analysis
Select classical analysis
Select cointegration analysis
Select default identification
Select reduced form
Select restricted adjustment coefficients
Select restricted alpha
Select restricted B
Select restricted beta
Select restricted C
Select restricted cointegration vectors
Select restriction weights on cointegration relations
Select structural form
Serial Correlation Test
Set estimation sample
seticon
Shenton-Bowman Test
Short Run Dynamics
Show Light Object
Shrinkage
Simulation Directory
Small-sample Correction
Splash Screen
splash screen picture
Spreadsheets
Stationarity Test
Stretch lines
Stretch rectangles
Structural
Structural Break Test
Structural Models
Structural results
Structural Shocks
Structural VAR Homepage
Structural VAR Options
Supported Graphics
- T -
Tagged Image Format
teTeX
Text Color
Text Font
Text Input Files
Text Output
tiff file
Title Color
Title Font
To Do
Trace Test - Critical Value
Trace Test - p-value
Transitory Shocks
TxTPrint
- U -
Undo button in figures
unicode
US Letter
- V -
-v
VAR Model
VAR Model Files
Variance Decompositions
--version
- W -
Weak Exogeneity Test
Windows Bitmap File
Windows MetaFile
Windows XP
Within-sample Forecasts
wmf file
- Z -
Zbuffer Renderer