On Sun, 20 Jul 2014, Riccardo (Jack) Lucchetti wrote:
 I bet you VAR is very close to the non-stationarity reason. 
That should have been "region"; it took me a while to figure out myself 
what I meant, when I re-read my own message. Oh well. I guess that, having 
given up the hope of becoming a bass virtuoso, I'm trying to compensate 
with virtuosity in typos.
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   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)
   Università Politecnica delle Marche
   (formerly known as Università di Ancona)
   r.lucchetti(a)univpm.it
   
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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