What are the Matlab 'vgxvarx' error distributions?
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Does the Matlab 'vgxvarx' function assume that the errors of the VAR process follow a Gaussian distribution. If not how is the likelihood calculated.
I have read the documentation but cannot work out if this is the case or not.
Thanks
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Jan
le 19 Sep 2013
Just a side-note: I though isequalwithequalnans is the ugliest function name. vgxvarx is worse.
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