Search found 1 match
- Thu Mar 24, 2011 3:40 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Estimates of structural residuals
- Replies: 1
- Views: 6155
Estimates of structural residuals
Hello- I am new to RATS. Is there a straightforward way to generate the structural residuals generated for each accepted draw in the code from Todd Clark for implementing the RWZ sign restrictions identification (the code reports impulse response and historical decompositions, but not structural err...