TVARSET.RPF is an example of the use of the @TVARSET procedure for setting up a VAR model with time varying coefficients.
Detailed Description
TVARSET—Time-Varying Coefficients Estimate of VAR
TVARSET—Time-Varying Coefficients Estimate of VAR
Last bumped by TomDoan on Mon Dec 30, 2024 9:23 am.