How to perform VARMAX estimation?

15 Aug. 2016
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Aktualisiert 16 Aug. 2016
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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
am 15 Aug. 2016

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Ironchef
Ironchef
am 16 Aug. 2016

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