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
Search found 1 match
- Fri Jun 10, 2016 9:49 am
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 102137