AbstractIdentificationMethod

AbstractIdentificationMethod

Abstract supertype for all identification methods.

New identification methods must subtype AbstractIdentificationMethod. If the identification method can be used to estimate the structural model, i.e. identify the structural model’s coefficients, then functions fit! and fit_and_select! should be implemented. If the identification method can be used to identify structural IRFs from a reduced form model, e.g. structural IRFs from a VAR, then the method IRF should be implemented. For further details regarding the latter point, see the documentation for IRF.

For structural VARs (SVARs), developers may alternatively extend the internal methods _identify and _identify_irfs.