[R-SIG-Finance] Standard Errors for VAR(p) Estimation with dse1

[Andreas Klein]

Hello.

I have two times seires of returns. Both can be modelled with a VAR(2)-process. I use the package dse1 and the estimation routine estMaxLik.

When I look at the output I cannot realize any standard errors for the coeffients.

How do I obtain the standard errors for the VAR(2)-coefficients, when I use estMaxLik from the package dse1?


Regards,
Andreas.