Hello Veronica,
what makes you think that this is an error? It is a warning that your specified
SVAR-model is **just** identified and hence an over-identification test cannot
be conducted. You can suppress this warning by not asking for an
over-identification in the first place, by setting lrtest = FALSE in your call
to SVAR(). See ?SVAR (Arguments and Details sections) and the package's
vignette.
To your second question, provide zero entries in the respective column of the
A-matrix except for the main-diagonal element.
Best,
Bernhard
-----Urspr?ngliche Nachricht-----
Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Im
Auftrag von vero_acurio
Gesendet: Donnerstag, 12. Juli 2012 16:10
An: r-help at r-project.org
Betreff: [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 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
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