ZerosignR: SVAR identification by zero-sign restrictions

Q_mod <- function(Q){
  for(i in 1:length(diag(Q))){
    if(diag(Q)[i] < 0){
      Q[,i] <- -1*Q[,i]
    }
  }
  Q
}

roootra/ZerosignR documentation built on May 23, 2022, 2:06 p.m.

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