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- 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...