Search found 3 matches
- Sun Dec 14, 2008 9:19 am
- Forum: Estimation
- Topic: SUR Coefficient Estimates
- Replies: 2
- Views: 8913
SUR Coefficient Estimates
Good day to all, I have a question regarding seemingly unrelated regressions (SUR). I am trying to estitmate a SUR-Model for some financial indexes. For this reason, I already derived VAR residuals from some conventional macroeconomic time serieses (e.g. Term-Spread) as inputs (innovations) for the ...
- Fri Dec 12, 2008 11:13 am
- Forum: Estimation
- Topic: Deriving VAR Residuals
- Replies: 2
- Views: 6558
Re: Deriving VAR Residuals
thanks for the quick reply post
- Fri Dec 12, 2008 10:58 am
- Forum: Estimation
- Topic: Deriving VAR Residuals
- Replies: 2
- Views: 6558
Deriving VAR Residuals
Hi, I have a question, whether it is possible to derive the residual serieses of a VAR-Model. When I run a basic regression (e.g. simple AR-1), the residuals are automatically saved in the workfile's resid series, but running a VAR, this does not happen. Is it maybe because of the limited student's ...