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-covaria - White noise - Document - PDFSEARCH.IO

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	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-covaria Add to Reading List Document Date: 2007-04-09 23:47:15 Open Document File Size: 80,94 KB Share Result on Facebook

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 List