Search found 2 matches

by blacksmith
Tue Oct 09, 2007 7:33 am
Forum: VARs (Vector Autoregression Models)
Topic: seeking help: impulse responses with band by B-Q decomp
Replies: 2
Views: 9873

Thanks! I know what's wrong now. Your guidance helps much. ^_^
by blacksmith
Sat Sep 29, 2007 10:54 am
Forum: VARs (Vector Autoregression Models)
Topic: seeking help: impulse responses with band by B-Q decomp
Replies: 2
Views: 9873

seeking help: impulse responses with band by B-Q decomp

According to Monteva2.prg in Estima website, a piece of code is written for impulse responses with band by Blanchard-Quah decomposition through Monte Carlo integration. Since there are four lines listed below which shall be added into the procedure, what makes me confused is where they should be ins...