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by aamaro
Thu Mar 17, 2016 9:42 am
Forum: Models
Topic: Innovation generation
Replies: 2
Views: 6361

Innovation generation

Hi all, I am working at a stochastic model solving for var forecast on Eviews8. I have a Svar identification varcov matrix. How do I include that in the Innovation generation to substitute the Choleski? Form Eviews help Innovation generation : "When normal random numbers are used, a set of inde...

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