WLS method in VAR
Posted: Mon Apr 20, 2015 5:01 am
Hi all,
Could you please tell me how to estimate VAR model using WLS method (weighted least squares) in EVIEWS?
Is there any command?
Thanks in advance.
Could you please tell me how to estimate VAR model using WLS method (weighted least squares) in EVIEWS?
Is there any command?
Thanks in advance.