Dig into Estimation of VAR Coefficients, IRFs, and Variance Decomposition in Stata
文章目录MotivationSetBenchmarkTheoreticalDefinitionsandCalculationFormulasDefinetheVARsystemCalculatereduced-formcoefficientsAi(i=1,2,..,p)A_i(i=1,2,..,p)Ai(i=1,2,..,p)CalculateImpulseResponseCoefficients