(高手请进)VAR Maximum Likelihood Estimator and OLS Estimator 13 个回复 - 6438 次查看
I am trying to estimate a VAR system.
I used both Maximum Likelihood and OLS to estimate the coefficients but the results are different. Are they supposed to be the same? 请 高手指教! Thanks!2010-3-20 02:08 - meihao2008 - Gauss专版