| Library: | multi |
| See also: | modelss |
| Quantlet: | coeffss | |
| Description: | estimates parameters of Subset VAR |
| Usage: | b=coeffss(r,icovu,zz,ord,di,tb,te,adj,ytt) | |
| Input: | ||
| r | matrix, restrictions | |
| icovu | matrix | |
| zz | matrix | |
| ord | integer, VAR order | |
| di | integer, dimension of time series | |
| tb | integer, beginning of sample | |
| te | integer, end of sample | |
| adj | integer, 0=no mean adjustment | |
| ytt | matrix, time series | |
| Output: | ||
| b | matrix of estimated coefficient | |