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Rigobon 2003

Posted: Sun Feb 02, 2025 2:28 am
by Jamels
Dear all,
Is there a RATS code somewhere for the paper below?
Rigobon, Roberto, (2003), Identification Through Heteroskedasticity, The Review of Economics and Statistics, 85, issue 4, p. 777-792.

Kind regards,
Jamel

Re: Rigobon 2003

Posted: Sun Feb 02, 2025 4:55 pm
by TomDoan
Lanne and Lutkepohl (viewtopic.php?f=8&t=750) is largely the same idea.