Recursive

Recursive Identify reduced-form models using recursivity.

This class implements identification under a recursive (Cholesky) structure, assuming conditional ignorability.

Notes

For SVARs, this corresponds to Cholesky identification.
For LPs, it assumes conditioning on prior ordered variables.
Commonly used in macroeconomics when contemporaneous shocks are assumed to have a lower triangular impact.

See also IdentificationMethod, SVAR, LP