Vector autoregression is a stochastic process model used to capture the linear interdependencies among multiple time series.
Questions tagged [vector-auto-regression]
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What are the instruments in a panel p-var? (vector autoregression)
So, I am following Abrigo Love (2015) and I want to write a Matlab code to produce the estimate of a panel VAR (I do know that there is a STATA code already done, but I am trying something different, so I need to create it from scratch).
The main…
RAMM
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