Gospodinov EJ 2004

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atanu
Posts: 8
Joined: Sat Sep 25, 2010 4:15 pm

Gospodinov EJ 2004

Unread post by atanu »

Hi -
Can anyone please provide RATS codes for the following paper?

Gospodinov, N. 2004. Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes, Econometrics Journal, 7, 505-527

GAUSS codes are available at the authors homepage below: but I cannot get the code to work; not so familiar with GAUSS.

http://alcor.concordia.ca/~gospodin/

Any help would be appreciated.

Thanks,
Atanu.
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