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Richard Mertens


Universität Bremen

2016 年からアクティブ

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. ...

約8年 前 | 1 件の回答 | 0

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