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| From | "Snapp, Kevin Michael" <ksnapp@iupui.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/