Search found 2 matches
- 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
- 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...