diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index 84e6d878b64d50b6d09f8e4ea021f1558a150b3c..f2bb323b67b30edd5dc4b4f02c992451c63ecbe3 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