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- Tue Jul 12, 2016 2:34 am
- Forum: Add-in Support
- Topic: HDecomp (historical decomposition)
- Replies: 32
- Views: 117253
Re: HDecomp (historical decomposition)
Hi Trubador, When using the historical decomposition, I am looking to identify the SVAR using the Choleski Decomposition which you have provided However, there does not appear to be any place to provide the casual ordering necessary to identify the SVAR using the Choleski Decomposition approach. (Th...