I am learning the TVsvar model. I got the output: matrix a,b, h and v, respectively after estimating a 3-variables . There are many observations inside each matrix. May I know what do those matrices stand for?
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Hi, I am using eviews 8 to estimate the TVC-SVAR model with monthly data 2000m1 to 2015m12. There was an error message: "Sizes do not match in matrix function" during estimation. May I know how can I fix this problem? And what does the "y01" represent? I find many papers using 40...