[R] Confidence Intervals for IRF with Monte Carlo procedure

Dear all, I would like to know if it is possible in R to calculate the confidence intervals when calculating the IRF of a VAR but using Monte Carlo procedures. Thanks for your help. Best, Veronica ACURIO -- View this message in context: http://r.789695.n4.nabble.com/Confidence-Intervals-for-

[R] SVAR Restriction on AB-model

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