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- Tue Sep 03, 2013 5:58 am
- Forum: Add-in Support
- Topic: Bayesian VAR
- Replies: 63
- Views: 208324
Re: Bayesian VAR
Hello everybody, I was wondering whether there is a way to select the method by which the initial residual covariance is estimated (e.g. on the full VAR or equation by equation, i.e. univariate) or at least whether there's a way to know which is the default methodology, in case it could not be chang...