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by thomas-2424
Sun Jul 19, 2009 1:59 pm
Forum: Estimation
Topic: Urgent question about Cholesky Ordering
Replies: 1
Views: 5925

Urgent question about Cholesky Ordering

Hi, I was wondering whether you could answer a quick question on Cholesky ordering. I am trying to run a SVAR and I need to correctly order my variables in terms of contemporaneous effects. If I want output to contemporaneously affect interest rates, but not interest rates contemporaneously affect o...

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