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IMPACTSIGNFLIP: RATS procedure to corrects signs in covariance matrix factor to match theoretical choices

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  • Tom Doan

    (Estima)

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Abstract

This procedure is used to correct the signs of columns in a factor of a covariance matrix when the signs themselves may not be identified by the process of computing the factor (such as with short- and long-run restrictions).

Suggested Citation

  • Tom Doan, 2025. "IMPACTSIGNFLIP: RATS procedure to corrects signs in covariance matrix factor to match theoretical choices," Statistical Software Components RTS00256, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00256
    Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
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    File URL: https://estima.com/procedures/impactsignflip.src
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