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- Thu Sep 03, 2009 4:38 am
- Forum: Estimation
- Topic: Cholesky factorization
- Replies: 1
- Views: 3119
Cholesky factorization
Quick question: I've run a VAR, created a covariance matrix of the residuals and copied this into a new matrix. I now want the Cholesky factorization of the residual matrix ('residmat'). I have tried various different commands but always receive the same error message: 'Matrix sent to function which...
