MONTEVECM—Monte Carlo integration of VECM

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

MONTEVECM—Monte Carlo integration of VECM

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MONTEVECM.RPF is an example of Monte Carlo integration with a VECM (Vector Error Correction Model) treating the cointegrating vector as known. This requires version 9.2 or later of RATS.

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Last bumped by TomDoan on Mon Oct 07, 2024 9:58 am.
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