fit!
fit!
fit!(::Model, args...; kwargs...)
Estimates the model.
fit!
fit!(model::Model, method::AbstractIdentificationMethod)
Fits the model model
using the identification method method
. All data needed for the estimation should be contained in the model
struct.
fit!
fit!(model::VAR)
Estimate a VAR
model using OLS.
fit!
fit!(model::SVAR, identification_method::AbstractIdentificationMethod) --> SVAR
Estimate an SVAR using identification_method
.
Argument
model::SVAR
: A SVAR model to be estimatedidentification_method::AbstractIdentificationMethod
: Identification method used to identify SVAR from reduced-form VAR