subject:"\[R\] Impose Structure for Exogenous in vars Package"

Re: [R] Impose Structure for Exogenous in vars Package

2017-02-27 Thread Pfaff, Bernhard Dr.

. You can also provide a 'constraint' matrix for entering zero-constraints. HTH, Bernhard -Ursprüngliche Nachricht- Von: R-help [mailto:r-help-boun...@r-project.org] Im Auftrag von Castro, Andrew William Keahi Gesendet: Donnerstag, 23. Februar 2017 15:42 An: r-help@R-project.org Betr

[R] Impose Structure for Exogenous in vars Package

2017-02-23 Thread Castro, Andrew William Keahi

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!