Dear all,
Is there a RATS code somewhere for the paper below?
Rigobon, Roberto, (2003), Identification Through Heteroskedasticity, The Review of Economics and Statistics, 85, issue 4, p. 777-792.
Kind regards,
Jamel
Search found 2 matches
- Sun Feb 02, 2025 2:28 am
- Forum: Looking for Code?
- Topic: Rigobon 2003
- Replies: 1
- Views: 22526
- Sun Feb 02, 2025 2:25 am
- Forum: Examples and Sample Code
- Topic: Farrant and Peersman JMCB 2006—VAR with Sign Restrictions
- Replies: 2
- Views: 22542
Re: Farrant and Peersman JMCB 2006—VAR with Sign Restrictions
Hello,
I made a blog about it.
https://www.jamelsaadaoui.com/svar-with ... sing-rats/
Comments and remarks are very welcome.
Kind regards,
Jamel
https://www.jamelsaadaoui.com/
I made a blog about it.
https://www.jamelsaadaoui.com/svar-with ... sing-rats/
Comments and remarks are very welcome.
Kind regards,
Jamel
https://www.jamelsaadaoui.com/