Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

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

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Foundations of Mathematical Economics

Authors: Michael Carter

1st edition

262531925, 978-0262531924

More Books

Students also viewed these Economics questions