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- Sun Mar 23, 2014 4:09 am
- Forum: Estimation
- Topic: Residuals SVAR
- Replies: 0
- Views: 1423
Residuals SVAR
So far I have estimated the VAR and obtained the reduced form residuals. I estimated the matrix to be multiplied to the residuals to form the structural residuals. (it was Cholesky decomposition) However how do you actually multiply the matrix to the series of estimated residuals to get the SVAR res...
