PanelVARResult.identify

PanelVARResult.identify(strategy)

Declare an identification scheme and return the structural view.

The reduced form ends where this method begins: everything above it is estimable from second moments alone, and everything a strategy returns rests on restrictions the caller has now stated rather than assumed. The strategy object carries the declaration; this method only hands it the fitted system, which is what lets one scheme serve every closed family – a VAR, a VARMA, a panel, an error-correction model – without knowing which it was given.

Parameters:

strategy (Identification[TypeVar(R)]) – The identification scheme, from cultivars.multivariate.structural.

Return type:

TypeVar(R)

Returns:

Whatever the scheme constructs – a point-identified structural result, or the accepted set of a set-identified one.