Hello everyone,
I see there are structural VAR options in the vars package for the endogenous
variables, but is there any easy way to impose structure on the exogenous
variable matrix (notated as the matrix C on page 45 of
https://cran.r-project.org/web/packages/vars/vars.pdf). Thanks!
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
