How to perform VARMAX estimation?

2016 8 15
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更新时间：2016 8 16
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Does anyone know how to perform VARMAX estimation? vgxvarx seems to only estimate a constant coefficient for the exogenous. My VARMAX model has a matrix for the exogenous.

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Ironchef
Ironchef
2016-8-15

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Ironchef
Ironchef
2016-8-16

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