Search found 2 matches
- Tue Jul 14, 2009 6:25 pm
- Forum: Estimation
- Topic: ordering variables in VAR yields different IRF
- Replies: 2
- Views: 7304
Re: ordering variables in VAR yields different IRF
Hi there Ordering of variables is important for Impulse Response Function specially when using Cholesky method. It happens due to the assumption of zero lower triangle matrix and so the ordering is set according to theory. For referrence see Introductory Econometrics for Finance by Chris Brooks, pag...
- Tue Jul 14, 2009 6:13 pm
- Forum: Estimation
- Topic: Fama-MacBeth Regression
- Replies: 2
- Views: 6983
Re: Fama-MacBeth Regression
Hi, i know the codes are available for SAS but not sure about Eviews.
