[R] Impose Structure for Exogenous in vars Package
Castro, Andrew William Keahi
andrewkc at live.unc.edu
Thu Feb 23 15:42:15 CET 2017
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!
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