Explain how to estimate the VEC and VAR models for the bivariate case.

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Principles Of Econometrics

ISBN: 9781118452271

5th Edition

Authors: R Carter Hill, William E Griffiths, Guay C Lim

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Question Posted: Apr 02, 2024 02:00 AM

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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

Principles Of Econometrics

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