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Elder and Serletis(2010) RATS code from Estima

Posted: Wed Jun 24, 2015 11:28 am
by gorgorm
Dear Tom,

I tried to run the code on the data provided in the package by your outfit and I found syntax errors. Please find the codes and embedded syntax errors attached.

Tom, I would be very glad if could help in fixing the syntax errors.

Gorgorm

Re: Elder and Serletis(2010) RATS code from Estima

Posted: Wed Jun 24, 2015 1:44 pm
by TomDoan
The original post describes a workaround for the fact that version 8.0 doesn't have the %MODELLAGMATRIX function.

You might want to ask your department to update the software. There are quite a few recently written programs (particularly for GARCH models and VAR's) that won't work with 8.0 and have no real workarounds.

Re: Elder and Serletis(2010) RATS code from Estima

Posted: Mon Jul 06, 2015 2:57 pm
by gorgorm
Thanks Tom,

I would ask the department to buy an upgrade.