Documents The max log likellihood function is simply a function of the error covariance matrix + constant...

Slide 1 Slide 2 Slide 3 The max log likellihood function is simply a function of the error covariance matrix + constant terms! Slide 4 The max of the log likelihood function:…

Documents Misspecification tests. Information criteria.

Slide 1 Misspecification tests Slide 2 Slide 3 Slide 4 Slide 5 Slide 6 Slide 7 Information criteria Slide 8 Choice of lag length Slide 9 Slide 10 Trace correlation = 0.40…