bvarNORMALWISHART

Questions and discussions on Vector Autoregressions
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sanjeev
Posts: 191
Joined: Mon Jun 18, 2012 6:51 am

bvarNORMALWISHART

Unread post by sanjeev »

Is it possible to extend the BVARnormalwishart.src programme (Clark) to include exogenous variables?
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