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- Sat Dec 01, 2012 7:43 am
- Forum: Econometric Discussions
- Topic: VAR Unit root testing
- Replies: 0
- Views: 1867
VAR Unit root testing
Dear All, I am new to the forum and I am currently enrolled in a empirical methods course. I have an upcoming exam and struggle to understand how to solve a problem set provided by the lecturer. The guy requires us to compute the unit roots of VAR model using point estimates ourselves. I have two va...