SVAR
Posted: Wed Jan 15, 2014 1:05 pm
hi
can any one help me?
i have some problems!
first, in svar estimation (short-run) must use stationary variables? my variables are I(1), can i use differenced of them?
sec, which specification test can be used for model?
thank you
can any one help me?
i have some problems!
first, in svar estimation (short-run) must use stationary variables? my variables are I(1), can i use differenced of them?
sec, which specification test can be used for model?
thank you