Explain how to estimate the VEC and VAR models for the bivariate case.
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Explain how to estimate the VEC and VAR models for the bivariate case.
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Estimating VEC and VAR Models for Bivariate Case Two Variables Choosing the Model The choice between a Vector Autoregression VAR and a Vector Error Co...View the full answer
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Related Book For
Principles Of Econometrics
ISBN: 9781118452271
5th Edition
Authors: R Carter Hill, William E Griffiths, Guay C Lim
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