AbstractIdentificationMethod
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
.