2 Questions 6 Answers 0 Followers
Questions related from Yunqing ma
Context: I have two series, price and sales. Sales is mean-reverting stationery but price is stationary only after controlling for an intercept break. I want to set up a 2-equation VAR model...
15 January 2021 7,218 12 View
I'm working on my thesis and I need to derive the standard errors of impulse response function, not really sure how to do this. In specific, say, if my IRF is significant between periods 1 and 6,...
12 August 2017 5,877 4 View