I have a quick question. Is it possible to use hdecomp on a Var that is not structural? And would that make sense ?
Thanks in advance
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Dear Trubador, I have a question regarding the Add-in. I am estimating an MV GARCH DCC(using Student's t and correlation targeting, no AR or constants). Firstly, in the dccout01 table, the results are not properly outlined and secondly I get coefficients for the constants (not only the thetas as it ...