![](https://www.pdfsearch.io/img/28a7733f603403c403c62b9c46f3ca03.jpg) 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-covariaAdd to Reading ListSource URL: faculty.wcas.northwestern.eduDownload Document from Source Website File Size: 80,94 KBShare Document on Facebook
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