Hi,
is there a way to estimate a VAR were some of the coefficients are restricted to be equal to zero.
Let's say we have a VAR with GDP, INFLATION and OIL (the global oil price). Can the model be restricted in such a way that the coefficients of OIL and its lags on GDP and INFLATION are zero and not being estimated?
In the vars packages this was done be accessing the model matrix before estimation. I can't seem to find a similar object using fable.
