Structural Vector Autoregressions Identified With and External Instrument

[manda...@gmail.com]

Hi folks,

I wanted to know if itperform Structural Vector Autoregressions Identified With and External Instrument, where bootstrap method is used for as a check for robustness with Cholesky. Also in addition i wished to know do we need to scale and normalize the data beforehand to fit the VAR model or it is not essential.

Thanks and Regards

Mandar