Timeline for Uncorrelated errors with the regressor in a reduced form VAR
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 8, 2018 at 8:14 | comment | added | mlofton | glad it helped. | |
| Dec 7, 2018 at 7:25 | vote | accept | MAOC | ||
| Dec 7, 2018 at 7:24 | comment | added | MAOC | Sorry, you're right. I forgot to put the hypotheses. This is true, I made a mistake thinking that when it was i = 1, I would have $E[\epsilon_t \epsilon_t']$ , but in fact, this never happens. | |
| Dec 7, 2018 at 7:11 | history | answered | mlofton | CC BY-SA 4.0 |