Dear all,
When it comes to Structural VARs, Stata provides the svar command, and there is a very good post on the Stata blog explaining how to use Cholesky identification step by step. However, I can't seem to find a way to use instrumental variable (SVAR-IV) identification anywhere. After some time of reading through the help files, I could not find any available options, which leads me to believe that Stata does not innately support it.
Is anybody aware of any user-written program that runs SVAR-IVs? I am running Stata 15, but am thinking of switching to 17 soon.
Thanks in advance.
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