Dear Dakila,
Considering the sign restriction vector, I would like to know if the order matters or, alternatively, if, for example, the first element of constr indicates the shock of interest in the model.
Thank you in advance
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- Fri Jun 10, 2016 9:49 am
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 133743