The Model Confidence Set

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
Post Reply
ddu
Posts: 1
Joined: Mon Sep 03, 2012 1:30 am

The Model Confidence Set

Unread post by ddu »

Dear All,

Does anyone have the RATS code for replicating the Taylor Rules results in the following paper?

Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, 03.

The authors have provided their Ox code at http://www.econometricsociety.org/suppm ... id=2&aid=5. But I do not have any experience with Ox.

Thanks in advance.

Ding
Top
Post Reply

Return to “Looking for Code?”