TVARSET.RPF is an example of the use of the @TVARSET procedure for setting up a VAR model with time varying coefficients.
Detailed Description
TVARSET—Time-Varying Coefficients Estimate of VAR
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TomDoan
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TVARSET—Time-Varying Coefficients Estimate of VAR
Last bumped by TomDoan on Mon Dec 30, 2024 9:23 am.