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- Wed Nov 09, 2011 10:14 am
- Forum: Econometric Discussions
- Topic: Problem with VAR model (Normality test)
- Replies: 1
- Views: 2729
Problem with VAR model (Normality test)
In my VAR model, after I had taken the normality test, the result showed that I had 3 equations in which the residual was not normal (out of 6 equations) In other test, my model was passed. Can these problems with normality test affect "impulse response" result? How I can solve these probl...