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
Rigobon 2003
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TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
Re: Rigobon 2003
Lanne and Lutkepohl (viewtopic.php?f=8&t=750) is largely the same idea.