photo

Lisa J.


2015 年からアクティブ

Followers: 0   Following: 0

メッセージ

統計

  • Thankful Level 1
  • Revival Level 1
  • First Answer

バッジを表示

Feeds

表示方法

質問


How to test significance of jcitest estimates?
Hi. I Estimate VEC Model Parameters Using jcitest. Unfortunately, it does not return pValues. As far as I know, to test the ...

8年以上 前 | 0 件の回答 | 0

0

回答

回答済み
How to get the expected Hessian variance-covariance matrix from vgxvarx?
Thank you. Anyway, as I've already written in my previous answer, Q is not the matrix I am looking for. Just look at the dim...

8年以上 前 | 0

回答済み
How to get the expected Hessian variance-covariance matrix from vgxvarx?
Hi, thank you for answering. I really appreciate your help. Unfortunately Q is not what I am looking for. Q is the innovations...

8年以上 前 | 0

回答済み
Error correction model coefficient standard errors - jcitest
I have the same question. Anyone is able to answer?

8年以上 前 | 1

質問


How to get the expected Hessian variance-covariance matrix from vgxvarx?
I wish to perform a Wald test on a VAR model and I need the parameter covariance estimate. On the page http://de.mathworks.com/h...

8年以上 前 | 5 件の回答 | 0

5

回答