This is a modification of vars::restrict() for the class "varshrinkest". Warning: THIS CODE IS NOT COMPLETE: this function may raise an error because it ignores shrinkage estimation.
restrict_sh(x, ...)
An object of class "varshrinkest"
Other arguments to vars::restrict()
restrict
# NOT RUN { data(Canada, package = "vars") y <- diff(Canada) estim <- VARshrink(y, p = 2, type = "const", method = "ridge") restrict_sh(estim) # }
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