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Generalized variance decomposition
https://forums.eviews.com/viewtopic.php?t=13771
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Generalized variance decomposition
Posted:
Mon Jan 11, 2016 6:03 am
by
jacky6ch
Hi, does any one have any idea if estimation function of Generalized Forecast Error Variance Decomposition is available in Eviews, or any other software packages? Thanks.