Re: [Gretl-devel] [Gretl-users] multivariate lrvar?
Am 16.04.2018 um 18:07 schrieb Riccardo (Jack) Lucchetti:
Hm, I see. I personally would prefer redefining the $\Gamma$
matrices.
Fine with me. Only that the sentence "... expresses \Sigma as the
long-run covariance of..." would also have to be adapted with a phrase
like "proportional to" or something.
-sven