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by aridema
Sun Jun 07, 2020 8:29 am
Forum: Econometric Discussions
Topic: Cholesky ordering
Replies: 1
Views: 1216

Cholesky ordering

Good morning to everyone. I am developing a model with 4 variable: 1) Supply curve of loans, 2) Cost of funds and balance sheet constraints 3) Pressure from competition an 4) risk perception..(2,3 and 4 influence variable 1) I am trying to run a SVAR and I need to correctly order my variables in ord...

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