fit!

fit!(::Model, args...; kwargs...)

Estimates the model.

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!(model::VAR)

Estimate a VAR model using OLS.

fit!(model::SVAR, identification_method::AbstractIdentificationMethod) --> SVAR

Estimate an SVAR using identification_method.

Argument

  • model::SVAR: A SVAR model to be estimated
  • identification_method::AbstractIdentificationMethod: Identification method used to identify SVAR from reduced-form VAR