Message-ID: <739294.631.qm@web24207.mail.ird.yahoo.com>
Date: 2009-02-08T14:01:51Z
From: Andreas Klein
Subject: Standard Errors for VAR(p) Estimation with dse1
Hello.
I have two times seires of returns. Both can be modelled with a VAR(2)-process. I use the package dse1 and the estimation routine estMaxLik.
When I look at the output I cannot realize any standard errors for the coeffients.
How do I obtain the standard errors for the VAR(2)-coefficients, when I use estMaxLik from the package dse1?
Regards,
Andreas.