| 1 | na | na | 0 | 0 | 0 | na |
| na | 1 | na | 0 | na | na | na |
| na | na | 1 | 0 | na | na | na |
| na | na | na | 1 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 1 | 0 | 0 |
| 0 | na | na | 0 | 0 | 1 | 0 |
| na | na | na | 0 | 0 | 0 | 1 |
这样设定结构矩阵,识别条件设定已经达到,但是结果总是说:Hessian of Structural VAR likelihood is singular at starting values. Reset starting values or respecify restrictions to ensure that the model is locally identified.
设成下三角的结构矩阵才能运算出结果,可是没有多少经济意义。
求大神解释一下以上结构矩阵错在哪里了。请版主帮忙解答。