Structural VAR diagnostic tests
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Structural VAR diagnostic tests
hello, I was wondering if anyone could help me carry out diagnostic tests on my SVAR model. My only option seems to be to carry out autocorrelation LM tests, and I am unable to carry out normality tests or tests of ARCH effects. all of the videos I have found on youtube carry out diagnostic tests on OLS regressions and they seem to have access to better tests than I do with my SVAR. any help would be greatly appreciated. thank you
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