Apr 29, 2016 at 8:05 AM
Edited Apr 29, 2016 at 8:06 AM

According to iris_doc, to build a SVAR we can choose any method as follows,
'method=' [ 'chol'  'householder'  'qr'  'svd' ]  Method that will be used to identify
structural VAR and structural shocks.
but i am wondering if there is any paper discussing them, for i don't really no householder, qr and svd. And if I need to have restriction on matrices B, only could the householder method be used? I apply it to a 6 variablesSVAR model and it is really slow
sometimes impossible to compute, since I place 30 restriction on it. By the way, 0 restriction is placed as abs(S(i,j,1))<0.01 and nonezeros >0.01. How can i speed is up?
At the same time, the restriction on matrices B such as S(1,2,1) seem to work but it is supposed to be contemporaneous shock by the AB model thoery of SVAR, not in perioid 1. Am I misunderstanding something?

