Commit Graph

1 Commits (1259d4a603812504d1dc6edb2cc8a30608d7e012)

Author SHA1 Message Date
stepan 2a75491196 Added functions to estimate the long run (co)variance of a
multivariate stochastic  process. Still needs routines  to compute the
optimal bandwidth parameter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3297 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-31 10:20:32 +00:00