I am trying to figure out precisely how is that Eviews calculates the exogenous parameters variables in an unrestricted VAR. I am trying to replicate the results in a different software but the estimates are different. Does anyone know how Eviews exactly does it?
Thanks all!
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- Tue Sep 18, 2012 2:00 am
- Forum: Estimation
- Topic: Trteatment of exogenous variables in VAR in Eviews
- Replies: 1
- Views: 1571