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by ajuliana
Mon Aug 18, 2014 9:37 am
Forum: Data Manipulation
Topic: Specifying covariance structure
Replies: 1
Views: 1716

Specifying covariance structure

Hi, I am working on a monte carlo simulation and need to draw two random variables with a multivariate normal distribution and a specific variance/covariance. These are error terms (epsilon1, epsilon2) and are being used to specify correlation across two equations to be estimated with SUR and with G...

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