Community Profile

photo

Richard Mertens


Universität Bremen

Aktiv seit 2016

Followers: 0   Following: 0

Kontakt

Professional Interests: Econometrics

Statistiken

  • First Review

Abzeichen anzeigen

Feeds

Anzeigen nach

Frage


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. ...

fast 8 Jahre vor | 1 Antwort | 0

1

Antwort