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Thread: VAR model definition

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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
    Greetings,

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

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