structural.zero: identify a structural shocks of a VAR model using zero...

In joergrieger/bvar: Estimation and forecasting of bayesian VAR models

Description

identify a structural shocks of a VAR model using zero restrictions

Usage

## S3 method for class 'zero'
structural(id_obj, Alpha, Sigma, ...)

Arguments

id_obj	an S3 object ccontaining information about the restrictions
Alpha	draw of coefficients
Sigma	draw of variance-covariance matrix
...	not used

Value

returns a KxK matrix with the identified variance-covariance matrix.

joergrieger/bvar documentation built on July 3, 2020, 5:34 p.m.