Hi
Did anyone try to extend Uhilg_3 file for the paper published (2005) with penalty function to more than 6 variables? can anyone tell me how the penalty is going to change in this case?
Thanks for help
Search found 1 match
- Tue Apr 14, 2009 8:26 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Identifying VARs with sign restrictions
- Replies: 103
- Views: 145158