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The max log likellihood function is simply a function of the error covariance matrix+ constant terms!
The max of the log likelihood function:
Proof:
The distribution of the ML estimates:
The covariance matrix
The unrestricted VAR(2)
ECM representations
Ecm with m=1
Interpreting the first row as a disequilibrium error:
from the long-run steady-state relation:
Ecm with m=2
Ecm in acceleration rates, changes and levels
Invariant and variant testsF-tests of ind. Regressors: