Rafiu Olayinka Akano

2 Questions 12 Answers 0 Followers

Questions related from Rafiu Olayinka Akano

Can someone guide me on how to obtain maximum likelihood estimates (mle) of parameters of vector autoregressive model in R?

Ml estimation is one of the methods for estimating autoregressive parameter in univariate and multivariate time series.

07 July 2013 3,240 1 View

Which statistical package has a provision for running Chen and Deo's (2010) Weighted Least Squares (WLS) and can anyone help me with one?

Chen and Deo (2010) developed a weighted least squares method for estimating the coefficients of vector autoregressive (VAR) model. The estimates are said to be less biased compared to OLS...

06 June 2013 847 2 View