Lecture 10

After super-brief remark about recursive models being equivalent to Cholesky decomposition of VAR residuals (Lecture 9), we will start doing non stationary econometrics. 

Rember that we have been placed in Aud 4 tomorrow (don't go on a Random Walk)

Published Nov. 1, 2017 12:02 PM - Last modified Nov. 1, 2017 12:02 PM