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wbnicholson / BigVAR

Dimension Reduction Methods for Multivariate Time Series
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Fix a bug where the dimensions of a matrix were dropped when they shouldn't in VARXConsModel. #39

Closed jonlachmann closed 2 years ago

jonlachmann commented 2 years ago

Like title. Also removed some unused variables in the same function.

wbnicholson commented 2 years ago

Thanks. Merged.