Do I have to estimate
u(ft)=f(t)-s(t)-µ
and
u(st)=Δs(t)
and then estimate a VAR for u(ft) and u(st)?
Search found 2 matches
- Sun Mar 07, 2010 4:16 am
- Forum: Estimation
- Topic: Triangular Model
- Replies: 1
- Views: 1900
- Sat Mar 06, 2010 3:06 am
- Forum: Estimation
- Topic: Triangular Model
- Replies: 1
- Views: 1900
Triangular Model
Good morning,
I have to estimate the bivariate triangular model that I attached as jpg.
Actually I don't have any idea how to start to estimate this in EViews.
I'm very thankful for any kind of help.
I have to estimate the bivariate triangular model that I attached as jpg.
Actually I don't have any idea how to start to estimate this in EViews.
I'm very thankful for any kind of help.
