Why I cannot do it by using EVIEWS?
If I use others application such are RATS or R, can I do it?
More question, Do you have reference book name that talk about this topic?
I think, if Engle and West can do it in 2006, we still can do it BUT now I don't know.
Do you have any suggestion?
Search found 2 matches
- Sat Aug 16, 2014 9:44 am
- Forum: Estimation
- Topic: how can they place co-efficient in VAR model?
- Replies: 3
- Views: 2546
- Sat Aug 16, 2014 7:53 am
- Forum: Estimation
- Topic: how can they place co-efficient in VAR model?
- Replies: 3
- Views: 2546
how can they place co-efficient in VAR model?
If we have already known the co-efficient, what should we do? Do you have any example? Since I read Engle and West (2006)- Taylor rules and the deutschmark-Dollar real exchange rate, They use VAR model ,but they have already known all of co-efficient (ɣq, ɣπ, ɣy). I don’t understand, how can they pl...