Search found 2 matches
- Thu Dec 13, 2018 3:38 am
- Forum: Examples and Sample Code
- Topic: Elder-Serletis(2010) VAR-GARCH-M
- Replies: 87
- Views: 161519
Re: Elder-Serletis(2010) VAR-GARCH-M
Hello, I have 4 variables. I would like to estimate a model like this frml bfrml = ||$ 1.0,0.0,0.0,0.0|$ b21,1.0,0.0,0.0|$ b31,b32,1.0,0.0|$ b41,b42,b43,1.0|| first one is oil price. I would like to extend IRF graph with an error band for 4 variables. How can I extend Random Walk Metropolis codes. W...
- Mon Mar 06, 2017 8:15 am
- Forum: ARCH and GARCH Models
- Topic: Different T-Statistics
- Replies: 1
- Views: 5786
Different T-Statistics
I would like to ask why same rats programme gives different t-statistics. I run rats programme on my computer and my advicer computer it gives different t-statisticwhile our data and programme are same.
Best Regards.
Best Regards.