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xiaoxiao dongfang


Zhejianggongshang University

5 total contributions since 2010

Professional Interests: econometrics

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Posted


Recovering SVAR innovations
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...

6 years ago | 2329 views

Responded


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

6 years ago | 3481 views

Responded


Re: Econometrics Toolbox
Could anybody know how to solve this problem? Faint!

6 years ago | 2704 views

Responded


Re: ARMA estimation [repost]
Now I am also interested in the Econometrics Toolbox. Do you know how to construct impulse response and variance decomposition w...

6 years ago | 4024 views

Posted


Econometrics Toolbox

6 years ago | 2704 views