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st: PARTIAL SOLUTION - Problem with CIRF & COIRF in var


From   "Cavallo, Alexander" <acavallo@lexecon.com>
To   "'Statalist (statalist@hsphsun2.harvard.edu)'" <statalist@hsphsun2.harvard.edu>
Subject   st: PARTIAL SOLUTION - Problem with CIRF & COIRF in var
Date   Wed, 10 Nov 2004 11:36:40 -0600

I found that my infinite estimates match the iterative estimates from Stata
after many steps.  Neither match exactly to the Lutkepohl book though.

Thanks anyways.

--Alex Cavallo
Lexecon, Inc.
332 South Michigan Avenue
Suite 1300
Chicago, IL 60604
(312) 322-0208 voice
(312) 322-0218 fax
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