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- Sat Mar 26, 2011 10:38 pm
- Forum: Estimation
- Topic: VAR and impulse response
- Replies: 2
- Views: 5875
VAR and impulse response
Hi, I'm just learning how to do a VAR analysis and plot the impulse response. I have a couple of beginner's questions which I hope someone can help to clarify. First of all, when plotting the impulse response, what is the difference between choosing residuals versus Cholesky as the decomposition met...