photo

Lisa J.


Actif depuis 2015

Followers: 0   Following: 0

Message

Statistiques

  • Thankful Level 1
  • Revival Level 1
  • First Answer

Afficher les badges

Feeds

Afficher par

Question


How to test significance of jcitest estimates?
Hi. I Estimate VEC Model Parameters Using jcitest. Unfortunately, it does not return pValues. As far as I know, to test the ...

environ 9 ans il y a | 1 réponse | 0

0

réponse

Réponse apportée
How to get the expected Hessian variance-covariance matrix from vgxvarx?
Thank you. Anyway, as I've already written in my previous answer, Q is not the matrix I am looking for. Just look at the dim...

environ 9 ans il y a | 0

Réponse apportée
How to get the expected Hessian variance-covariance matrix from vgxvarx?
Hi, thank you for answering. I really appreciate your help. Unfortunately Q is not what I am looking for. Q is the innovations...

environ 9 ans il y a | 0

Réponse apportée
Error correction model coefficient standard errors - jcitest
I have the same question. Anyone is able to answer?

environ 9 ans il y a | 1

Question


How to get the expected Hessian variance-covariance matrix from vgxvarx?
I wish to perform a Wald test on a VAR model and I need the parameter covariance estimate. On the page http://de.mathworks.com/h...

environ 9 ans il y a | 5 réponses | 0

5

réponses