Structural VAR diagnostic tests
Posted: Fri Mar 04, 2022 10:44 am
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