Richard Mertens
Universität Bremen
自 2016 起处于活动状态
Followers: 0 Following: 0
Professional Interests: Econometrics
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Is it possible to triangularize the VAR system in order to orthogonalize the innovations?
Dear community, I have a question about the estimation of Vector Autoregressive Models (VAR) using the Econometrics Toolbox. ...
8 years 前 | 1 个回答 | 0