IMPACTSIGNFLIP: RATS procedure to corrects signs in covariance matrix factor to match theoretical choices

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: This procedure is used to correct the signs of columns in a factor of a covariance matrix when the signs themselves may not be identified by the process of computing the factor (such as with short- and long-run restrictions).

Language: RATS
Requires: RATS 8.00
Keywords: VAR (search for similar items in EconPapers)
Date: 2025-12-29
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