Elder and Serletis(2010) RATS code from Estima

[gorgorm]

Dear Tom,

I tried to run the code on the data provided in the package by your outfit and I found syntax errors. Please find the codes and embedded syntax errors attached.

Tom, I would be very glad if could help in fixing the syntax errors.

Gorgorm

[TomDoan]

The original post describes a workaround for the fact that version 8.0 doesn't have the %MODELLAGMATRIX function.

You might want to ask your department to update the software. There are quite a few recently written programs (particularly for GARCH models and VAR's) that won't work with 8.0 and have no real workarounds.

[gorgorm]

Thanks Tom,

I would ask the department to buy an upgrade.