各位好!急请教一个计量经济学问题,希望能有人帮帮忙!
我构造了一个VAR模型如下:
 
但老师说Y前面的系数有问题,他们并不是VAR模型。我不明白哪里出了问题,请大家指教!
老师原话:You need to be careful about how they interpret the signs and values of the β 's in equation (1). These coefficients do not match the coefficients in the structural or primitive VAR from which equation (1) is derived. As such, they do not represent the relation between climate and vegetation. To get the coefficients in the structural VAR, you need to impose identifying restriction on the system.  
由于我是非经济学专业,所以在概念上不是很清楚。还希望各位帮帮忙!!
感谢!