diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index 099032aa788ce0a38c1c065f7391d1b39f751db2..b780b9e2f853206916da253f7abeb5e4e0fdca54 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -9154,6 +9154,7 @@ Performing identification analysis * minimal system as in *Komunjer and Ng (2011)* * reduced-form solution and linear rational expectation model as in *Ratto and Iskrev (2011)* + Note that for orders 2 and 3, all identification checks are based on the pruned state space system as in *Mutschler (2015)*. That is, theoretical moments and spectrum are computed from the pruned ABCD-system, whereas the minimal system