'Variant tests' diaporamas de présentation

The max log likellihood function is simply a function of the error covariance matrix

The max log likellihood function is simply a function of the error covariance matrix + constant terms!. The max of the log likelihood function:. Proof:. The distribution of the ML estimates:. The covariance matrix. The unrestricted VAR(2). ECM representations. Ecm with m=1.

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