Question: In the VAR(2) model Yt A1Yt1 A2Yt2 et find explicit expressions for the moving average matrix h from (15.3) for h 1,

In the VAR(2) model Yt Æ A1Yt¡1 Å A2Yt¡2 Ået find explicit expressions for the moving average matrix £h from (15.3) for h Æ 1, ...4.

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