set_identification_cholesky: set cholesky identification

Description Usage Details Value

View source: R/identification.r

Description

set cholesky identification

Usage

1

Details

This function creates an object of the class chol needed for the identification of structural. Identification of structural shocks is important for further analytic steps such as Impulse-Response-Functions or Historical Decomposition. For a Cholesky-decomposition no further inputs are needed, however the ordering of variables in the VAR-model becomes important.

Value

returns an S3 object of the class chol


joergrieger/bvars documentation built on July 6, 2020, 11:51 a.m.