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st: Determinate of the varaiance covariance matrix after a VAR
From
"Snapp, Kevin Michael" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Determinate of the varaiance covariance matrix after a VAR
Date
Thu, 23 Jan 2014 21:32:59 +0000
Dear StataList,
I have run a VAR of three equations with nothing exogenous. I need the determinate of the variance covariance matrix to do a test my professor stipulates. I can't for the life of me figure out how. I've tried:
display det(e(V))
matrix det(e(V))
display matrix det(e(V)
display det(V)
matrix det(V)
display matrix det(V)
None have worked
Kevin Snapp
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