Re: [Gretl-users] VAR estimation method for the Johansen test
On Thu, 6 Oct 2011, Riccardo (Jack) Lucchetti wrote:
For a large number of lags, the matrix that has to be inverted
may be in the order of 20-30 rows/columns, so doing it twice may make for a
nice speedup.
Heh. That should have read "doing it once instead of twice". Sorry for the
noise.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti