structural Var with long run restriction

4 views (last 30 days)
AYSEGUL DILSIZ
AYSEGUL DILSIZ on 27 Jun 2016
Hello, I am looking at CKM codes about BQ. http://users.cla.umn.edu/~erm/data/sr364/bquah/ir.m i could not understand this part in below. What does it tell me exactly? If hours in level, alpha equals to zero. so, all equation is zero. it does not make sense to me.
hrsz(i,1) = (alpha.^[i-1:-1:0])*X2(1:i,2)*100;
sehz(i,:) = (alpha.^[i-1:-1:0])*se2_2(1:i,:)*100;
I would be very appreciated if you could explain that to me. best

Answers (0)

Categories

Find more on Linear Model Identification in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!