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Now I am also interested in the Econometrics Toolbox. Do you know how to construct impulse response and variance decomposition w...

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Responded 5 years ago

In econometrics toolbox, you can solve VARMA, but you should estimate the coefficient matrixPHI. If you could get the PHI, then ...

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Could anybody know how to solve this problem? Faint!

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Posted 5 years ago

I meet a similar question. When matrix B needs to be a lower triangular matrix of a upper triangular matrix, how could you get B...

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