Residuals from VAR-model
Posted: Mon Nov 10, 2008 1:48 am
Hi there! How can it be that when I estimate a VAR-model and do a test for normality in the residuals the test-results are different compared to the normality-test conducted when the residuals are obtained from the procedure "Make residuals" ?
Bibi
Niels Mellemgaard
Denmark
Bibi
Niels Mellemgaard
Denmark