Hello! I'm doing a svar and when I make the estimation the next error message appears:
In SVAR(x, Amat = amat, Bmat = bmat, start = NULL, max.iter = 1000, : The AB-model is just identified. No test possible. Could you help me to interpret it please. Also I have the identification assumption that one of my shocks is exogenous relative to the contemporaneous values of the other variables in the SVAR, could you help me with the construction of the restriction matrices A and B of the SVAR model please? Thanks a lot! Best Regards, Veronica -- View this message in context: http://r.789695.n4.nabble.com/SVAR-Restriction-on-AB-model-tp4636306.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list 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.
