hello,
I have a question and I nedd your help.
question: I'm working with Time serie observed at quarterly frequencies and I want to estimate a VAR model, is it an obligation to adjust seasonlly the data and to express them in logarithms before the estimation of the model?
thanks
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- Mon Feb 28, 2011 11:21 am
- Forum: Econometric Discussions
- Topic: seasonal adjustment
- Replies: 0
- Views: 1957