Christiano FINC 520, Spring 2007 Homework 2, due Monday, AprilIn class, we discussed the pth order VAR: yt = c φ1 yt−1 φ2 yt−2 ... φp yt−p εt , where εt is a white noise with variance-covaria - Bruce Lawrence - Document - PDFSEARCH.IO

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Date: 2007-04-09 23:47:15		Christiano FINC 520, Spring 2007 Homework 2, due Monday, AprilIn class, we discussed the pth order VAR: yt = c + φ1 yt−1 + φ2 yt−2 + ... + φp yt−p + εt , where εt is a white noise with variance-covaria Add to Reading List Source URL: faculty.wcas.northwestern.edu Download Document from Source Website File Size: 80,94 KB Share Document on Facebook