[R] Constraining coefficients to be equal in svar

[Downey, Patrick]

Hello,

I'm working on an structural VAR using the var command to estimate and the
svar command on the resultant object (package: vars). I want to constrain
coefficients to equal one another, but that value to be estimated. So for
the A matrix, I want A[2,1]=A[1,2] to be my constraints.

Can this be done with this package? If so, how? If not, is there another
package that it might be done with (I want only to estimate a VAR and get
Impulse Response Functions, so I don't need any fancy cointegration or
error correction techniques or any of that).

Thanks.




P. Mitchell Downey | Research Associate II
Justice Policy Center | Urban Institute
2100 M. Street N.W. | Washington, DC 20037
T: (202) 261-5329 | F: (202) 659-8985
PDowney at urban.org | www.urban.org