Non gaussian VAR estimation with Maximum Likelihood

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Sihem
Posts: 1
Joined: Sat Dec 17, 2022 5:11 am

Non gaussian VAR estimation with Maximum Likelihood

Postby Sihem » Tue Dec 20, 2022 7:08 am

Hi ,
How to estimate VAR model using the maximum likelihood function knowing that the residuals follow a student-t distribution? i need your help please :cry: :cry:

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