Fully Modified VAR
Posted: Fri Sep 18, 2009 1:02 pm
Dear professionals, 
I am trying to estimate a FM-VAR but, to be honest, my econometric knowledge and computational skills are really limited, so I wondered whether there is anybody here who has got some code already written for this?
I am sorry if this is a stupid question.
Best wishes
Anna
I am trying to estimate a FM-VAR but, to be honest, my econometric knowledge and computational skills are really limited, so I wondered whether there is anybody here who has got some code already written for this?
I am sorry if this is a stupid question.
Best wishes
Anna