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    Question VAR model definition

    Edit: Question Answered. Instead, could you please tell me how can I delete a topic once I post it, if that's possible. Cheers

    I have a question regarding the definition of the VAR model. What follows is the basic theory behind it.

    Could you please explain to me what the covariance matrix Σ is?

    Thank You,
    Last edited by Athinagoras; 04-18-2014 at 10:23 AM.

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