Page 1 of 1

The Asymmetric Effects of Uncertainty on Macroeconomic Activ

Posted: Sat May 25, 2019 8:11 am
by wert12
Dear Tom;

I replicate the code related to The Asymmetric Effects of Uncertainty on Macroeconomic Activity- http://www.time-series.net/time-series_papers -.
When I implement the Code(Table 1), I got the warning "## CP18. BIC is not the Name of a PROCEDURE. (Did you forget to SOURCE?)". Has the name of the procedure chnaged? How can I solve it?

Re: The Asymmetric Effects of Uncertainty on Macroeconomic A

Posted: Sat May 25, 2019 12:09 pm
by TomDoan
It looks like that's a procedure for computing the BIC. Just use @REGCRITS instead (it computes several other criterion in addition to BIC/SBC).

Re: The Asymmetric Effects of Uncertainty on Macroeconomic A

Posted: Sun May 26, 2019 4:42 am
by wert12
Thank you very much, Tom. This time I used @REGCRITS and the code worked :D . It also requieres reset.src that can be downloadable from https://estima.com/procs_perl/mainproclistwrapper.shtml.