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PVAR(X) significance/standard error of the VAR coefficients

Topics: VAR, SVAR, FAVAR
Dec 24, 2015 at 9:14 PM
I use in the VAR-object CovParam and get out the cov for the VAR coefficients however I dont know which corresponds to which coefficient exactly especially because I have exogeneous variables also. I have posted this problem on Issues and attached my m.file to calculate it, could anyone check whether it is correct? Great thanks!