Hi,
Is there any command in Dynare that calculates cov of 2 endogenous variables (x,y)? I'm looking for both unconditional and conditional covariances.
Thanks alot.
T
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Calculate cov(x,y) in Dynare
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Calculate cov(x,y) in Dynare
by trungbui » Wed Jan 17, 2007 7:27 pm
- trungbui
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by MichelJuillard » Wed Jan 17, 2007 7:50 pm
You can compute unconditional covariance from reported correlation and variance using usual formulas.
I'm not sure about which conditional covariance you mean
Best regards
Michel
I'm not sure about which conditional covariance you mean
Best regards
Michel
- MichelJuillard
- Posts: 680
- Joined: Thu Nov 18, 2004 10:51 am
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