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- Thu Nov 24, 2016 5:22 am
- Forum: Estimation
- Topic: SVAR Cholesky Decomposition
- Replies: 1
- Views: 3541
SVAR Cholesky Decomposition
Hi, I am creating a 6 variable SVAR and wanted to use Cholesky decomposition to structure it. For my A matrix I have made all upper triangular entries 0 and the leading diagonal entries as 1, with all remaining entries as NA. However, I do not understand what to enter for my B matrix. When I left al...