Search found 3 matches

by Padova
Wed Mar 21, 2012 5:17 pm
Forum: Suggestion Box
Topic: Bayesian Var Selection
Replies: 1
Views: 41056

Bayesian Var Selection

There is a missing function in the code?
needs "%ones()"?

Bvarselection.src

**source(echo) BVarselection.src, ERROR IN "comp p_j = gprior*%ones("
**Calls a function not yet defined
** ## SX11. Identifier %ONES is Not Recognizable.
by Padova
Sun Feb 12, 2012 4:04 pm
Forum: VARs (Vector Autoregression Models)
Topic: Var model
Replies: 2
Views: 4976

Re: Var model

Many thanks for so quick and useful help.

Padova
by Padova
Fri Feb 10, 2012 4:58 pm
Forum: VARs (Vector Autoregression Models)
Topic: Var model
Replies: 2
Views: 4976

Var model

Hello, I wonder if is available a program to replicate Den Haan JME(2000) correlation of comovements, from Journal of Monetary Economics, vol 46, no 1, 3-30.
padova