Dear all
I have a short question. I run a rolling VAR estimation and I'd like to store, for example the coefficients from each estimation is a 3x2 matrix (denote varcoeff{!step}), in a matrix, say 'varcoeff', whose size changes in each iteration.
How can I write correctly the following varcoeff(step,step+3)=varcoeff{!step}?
Thanks,
V.
store matrices in a matrix
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EViews Gareth
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Re: store matrices in a matrix
Use the matplace function.
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veni arakelian
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Re: store matrices in a matrix
Thank you!
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