jcicontest autoregressive matrices standard errors

5 views (last 30 days)
Tommaso Colozza
Tommaso Colozza on 27 Oct 2017
I am estimating a cointegrating relationship using the routine jcicontest. I can infer as an output the autoregressive matrices of the VEC form. How can i get standard errors of such coefficients in order to infer the significance of such paramters?

Sign in to answer this question.

Answers (0)

Categories

Find more on Multivariate Models in Help Center and File Exchange

Tags

Community Treasure Hunt

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

Start Hunting!