Hi Everyone,
Does anyone know if there is a command to check autocrrolation in the residuals of a SVAR with Block Exogeneity?
Thanks so much,
Fernando
Test for Resuduals Autocorrelation
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TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
Re: Test for Resuduals Autocorrelation
@MVQSTAT with DFC option equal to the total number of lag coefficients across the model.