Honestly, it's a little confusing
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- Tue Mar 20, 2012 4:29 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Example of VECM with BQ restrictions and Error Bands
- Replies: 7
- Views: 11633
Re: Example of VECM with BQ restrictions and Error Bands
I was actually having a hard time to determine the who permanete shock originates from, but it seems that you can't, huh?!
Honestly, it's a little confusing
Honestly, it's a little confusing