Lecture 10
After super-brief remark about recursive models being equivalent to Cholesky decomposition of VAR residuals (Lecture 9), we will start doing non stationary econometrics.
Rember that we have been placed in Aud 4 tomorrow (don't go on a Random Walk)
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Published Nov. 1, 2017 12:02 PM
- Last modified Nov. 1, 2017 12:02 PM