Great, thank you !TomDoan wrote:You can, though I would recommend using @ShortAndLong. It's hard to come up with an (economically) reasonable set of long-run only restrictions to identify a five variable system.
Search found 3 matches
- Fri Jan 13, 2023 4:24 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Change order in BQ decomposition with %psdfactor
- Replies: 2
- Views: 44280
Re: Change order in BQ decomposition with %psdfactor
- Wed Jan 11, 2023 6:35 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Change order in BQ decomposition with %psdfactor
- Replies: 2
- Views: 44280
Change order in BQ decomposition with %psdfactor
Hi,
I wonder wheter it makes sense using %psdfactor to change the order in a BQ decomposition, that is, something like:
bqfactor = Phi(1)*%psdfactor(inv(Phi(1))*Sigma*tr(inv(Phi(1))),||1,3,5,2,4||)
Thanks in Advance fro the help,
Rodolfo
I wonder wheter it makes sense using %psdfactor to change the order in a BQ decomposition, that is, something like:
bqfactor = Phi(1)*%psdfactor(inv(Phi(1))*Sigma*tr(inv(Phi(1))),||1,3,5,2,4||)
Thanks in Advance fro the help,
Rodolfo
- Fri Jan 06, 2023 11:30 am
- Forum: Data: Reading, Writing, Transforming
- Topic: LOADING MATLAB FILES WITH WINRATS 10.0
- Replies: 0
- Views: 35764
LOADING MATLAB FILES WITH WINRATS 10.0
Hi, I have old RATS codes that read correctly matlab files (.MAT) using WINRATS 9.0 but they do not work with WINRATS 10.00c. Are you aware of this bug? Is there some updated WINRATS 10.00 which correct it?. Example below. Thanks in Advance for your help. EXAMPLE: ***********************************...