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Re: st: exog variable in VAR
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: exog variable in VAR
Date
Fri, 3 Feb 2012 19:16:33 +0500
Check from the following link.
http://econ.la.psu.edu/~hbierens/EasyRegTours/VAR_Tourfiles/VARX.PDF
Best,
Anees
On Fri, Feb 3, 2012 at 5:36 PM, Muhammad Akram <[email protected]> wrote:
> Dear all,
>
>
>
> I am using a variable in var as exog.
>
>
>
> var dependant ind1 ind2 ind3, lags(1/3) exog(tg)
>
>
>
> I want to know how I would mention this exog variable while writing my var(p) in theoratical framework. Means in equations form.
>
>
>
> Thanks
>
> aasim
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--
Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
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