Dear all,
I would like to know if there is a way to get the residuals from a SVAR
model.
In particular, I would like to save (as a time series) the structural
residuals from
just one equation, since I am interested in only one structural shock, in
order to
make some tests on the "innovations". But I only know how to estimate the
reduced
form VAR and then compute IRFs and FEVDs.
Thank you for your time and attention,
Gabriela