Maybe you could have a look at package markets (disclosure, I am the
maintainer).
I am not exactly sure how you would like to estimate the shocks. If you have
an identifying shock variable or you can use a pre-post dummy variable, you
could check the estimated coefficient of the variable when use
Hi Zakaria,
I had such an issue before, and in my case, the problem was that the
calculation of the objective for some values used by the optimizer gave back a
non-finite result. In general, this might be because the objective function has
poles, and the calculation returns inf. Alternatively,
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