Question: In a VAR model with 5 variables and 4 lags for each variable, including an intercept term in each equation, how many total parameters need
In a VAR model with 5 variables and 4 lags for each variable, including an intercept term in each equation, how many total parameters need to be estimated in the model? a. 100 coefficients. b. 21 coefficients. c. 105 coefficients. d. 84 coefficients
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