Estimation and Asymptotic Inference in Vector Autoregressive (VAR) Models

[@hadikhalil1939]

THANK ALOT

[@andrecouder8665]

slide 28/45, slite mistake, (~z)t-1=(1,zt-1',zt-2',...) and size is (1+pk)*1 instead of (~z)t-1=(1',zt-1',zt-2',...). otw great explanation, thank you a lot