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MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS

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MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS

Postby Aldo » Thu Jun 08, 2017 4:11 am

I want to retrieve the MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS after simulation and after estimation.

Please, could you tell me, where it is saved?

Thanks

Greetings

Aldo
Aldo
 
Posts: 56
Joined: Fri Aug 07, 2015 4:47 pm
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Re: MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS

Postby jpfeifer » Thu Jun 08, 2017 6:07 am

In
Code: Select all
M_.Sigma_e
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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