Dear Colleagues,

I have estimated a structural VAR model and I am imposing short run and long restrctions on the model using eviews. However, I am having difficulties with estimating the long run restrictions because eviews seems to impose a lower triangular matrix on the long run restriction. Because my long run restricted model allows some coefficients to be estimated in the upper triangular matrix, I am getting an error message saying "the structural VAR objective function cannot be evaluated at the initial parameter values". I want to ask if anyone have an idea as to how I can overcome this problem?

Thank you