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- Wed Oct 28, 2015 3:56 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Diebold and Yilmaz Replication Code Issues
- Replies: 1
- Views: 4739
Diebold and Yilmaz Replication Code Issues
Hello, I am working on some research in country spillovers and we have been using the RATS replication code to build our own index. The replication code is found here: https://estima.com/procs_perl/mainproclistwrapper.shtml Under deiboldyilmaz_ej2009 An issue we have is that the 2008 paper: Measurin...