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Which of the following statement about VAR is false? (a) In general, we can estimate the structure VAR using OLS without making additional assumptions (b)
Which of the following statement about VAR is false? (a) In general, we can estimate the structure VAR using OLS without making additional assumptions (b) One can estimate the reduced form VAR using OLS (c) The shocks in the reduced form VAR are combinations of fundamental shocks (d) There are more than one time t endogenous variables in each equation in the structure VAR
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