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  • Panel var model cholesky decompositions*

    Hi all,

    I'm working with panel var model.

    I got va_cov matrix of residual with command Matrix list e(Sigma)

    however I want Cholesky decomposition of cov-matrix of residuals. (looking for lower triangular matrix)

    anyone could help with command for chol_decom in panel var model ?

    thanks in advance

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