Hi,
I am trying to perform the LM test for residual autocorrelation avaible in the VAR procedure over a set of residuals of a SUR model, therefore I need to estimate the VAR to perform the test but the VAR must be with 0 lags, is there a way to estimate the VAR with zero lags?
Best regards,
I am trying to perform the LM test for residual autocorrelation avaible in the VAR procedure over a set of residuals of a SUR model, therefore I need to estimate the VAR to perform the test but the VAR must be with 0 lags, is there a way to estimate the VAR with zero lags?
Best regards,
