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Exogenous variables in VECM
Hi Folmer, My nderstanding is that there is not such a test in MATLAB. Actually I haven't been able to test even ARCH effects...
Exogenous variables in VECM
Hi Folmer, My nderstanding is that there is not such a test in MATLAB. Actually I haven't been able to test even ARCH effects...
8 years 前 | 0