Maximum Likelihood Estimation - VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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mmc23
Posts: 21
Joined: Sat Jan 11, 2014 9:44 am

Maximum Likelihood Estimation - VAR

Postby mmc23 » Thu Apr 03, 2014 7:19 am

hi everybody, I seen that the VAR model it just estimated by OLS method, you can add MLE as an option in the VAR object.
kind regards.

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