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- Fri Feb 06, 2009 1:23 pm
- Forum: Programming
- Topic: VAR analysis
- Replies: 0
- Views: 2768
VAR analysis
I am doing a research in which I need to run several regression using VAR tecnique. I need a program that for each VAR estimation print in a file of Word the following test: - the correct lag length with both the LR,AIC,SIC,HIC criterion and the Wald test, - test of normality of residuals, tests of ...