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by giovanna
Wed Sep 02, 2009 5:07 am
Forum: Estimation
Topic: modified VAR
Replies: 0
Views: 2184

modified VAR

Hi! I am trying to estimate the model attached (sorry it was getting complicated writing it here). What I did is I estimated a VAR with X (corresponding to "trades" in the word document) and R endogenous, LNT ( which is the name of the series giving the log of T) as exogenous. I then made ...

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