Please refer to the following paper
Stock and Watson, "Vector Autoregressions" Journal of Economic Perspectives , Fall 2001, Vol. 15, No. 4, pp. 101-116
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zhaomn200145 金币 +5 金钱 +50 魅力 +10 经验 +50 好文章 2009-3-21 8:50:42
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[分享]program for running structure VAR in Gauss |
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