CVmodel
Posted: Tue Oct 06, 2009 5:50 am
Hi Tom,
With the standard A*u_t = B*e_t and E(e_t*e_t') = D; D diagonal,
after estimating this model by the command cvmodel, how can we access the elements of the matrix D?
Many thanks!
MC
With the standard A*u_t = B*e_t and E(e_t*e_t') = D; D diagonal,
after estimating this model by the command cvmodel, how can we access the elements of the matrix D?
Many thanks!
MC