MONTEVAR—Monte Carlo Integration for Impulse Responses

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

MONTEVAR—Monte Carlo Integration for Impulse Responses

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MONTEVAR.RPF is an example of Monte Carlo Integration of Impulse Responses. Note that this is for illustration of the technique. In practice, you would use the @MONTEVAR procedure to do the draws.

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