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Folmer


Erasmus University Rotterdam

2015 年からアクティブ

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var2vec standard errors
Hi all, I'm trying to estimate a VECM model, and I understand the easiest way is to first estimate a VAR model and then to us...

8年以上 前 | 1 件の回答 | 0

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Exogenous variables in VECM
I am trying to estimate a VECM model using jcitest with an exogenous variable, but I see no way to do this. Can this be done? Al...

9年弱 前 | 1 件の回答 | 0

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