Gospodinov EJ 2004
Posted: Tue Jun 12, 2012 11:00 am
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.
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.