The RATS Software Forum

I was stuck on this issue for a long time before asking for help in this forum, many thanks a lot for your help

Dear Tom;

Many thanks;

can you kindly advice me how to make the model fully explain the residuals for the 2nd series, because I switched the two markets and I alwayse get extremely high residuals for the second coefficient, even if they are the same coefficients just the other way around.

Dear Tom;

Attached is the file

Thanks for your quick reply. Many thanks in advance for your help

Hi I'm trying to replicate a paper Beirne (2008) https://www.imf.org/external/pubs/ft/wp/2008/wp08286.pdf on volatility spillover and cointegration from mature to emerging markets, but I'm adding a few breaks. OPEN DATA "C:\marketmaturetoemerging" DATA(FORMAT=PRN,ORG=COLUMNS) 1 4414 market...