Christiano FINC 520, Spring 2008 Homework 2, due Wednesday, 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-cova - Cova - Document - PDFSEARCH.IO

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	Christiano FINC 520, Spring 2008 Homework 2, due Wednesday, 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-cova Add to Reading List Document Date: 2008-04-16 22:51:14 Open Document File Size: 86,82 KB Share Result on Facebook

Christiano FINC 520, Spring 2008 Homework 2, due Wednesday, 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-covaAdd to Reading List