boun...@r-project.org] On Behalf Of Downey, Patrick
|> Sent: Friday, March 12, 2010 12:53 AM
|> To: r-help@r-project.org
|> Subject: [R] VAR with contemporaneous effects
|>
|> Hi,
|>
|> I would like to estimate a VAR of the form:
|>
|> Ay_t
Hi,
I would like to estimate a VAR of the form:
Ay_t = By_t-1 + Cy_t-2 + ... + Dx_t + e_t
Where A is a non-diagonal matrix of coefficients, B and C are matricies of
coefficients and D is a matrix of coefficients for the exogenous variables.
I don't think the package {vars} can do this because I
2 matches
Mail list logo
