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by cglopes
Wed Jul 22, 2020 9:56 am
Forum: Estimation
Topic: contemporaneous correlation in state equations
Replies: 16
Views: 23382

Re: contemporaneous correlation in state equations

I'll admit upfront that I'm not following this thread carefully, and I'm not familiar with the application at hand, so I may be missing nuance in the way you want to construct the model. With those caveats, I'll note that if all you want is contemporaneous correlation between states, you can use th...

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