Dear community,
in a VAR or PVAR model would it be possible for endgenous variables to have different lags?
The PVAR seems to always use an equal number of lags but would it be possible in a PVAR model to have for exemple 5 lags for Endegenous_var_A and 3 lags for Endegenous_var_B.
Best regards,
Farid
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