Rigobon 2003

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Jamels
Posts: 2
Joined: Fri Sep 26, 2014 3:03 am

Rigobon 2003

Unread post by Jamels »

Dear all,
Is there a RATS code somewhere for the paper below?
Rigobon, Roberto, (2003), Identification Through Heteroskedasticity, The Review of Economics and Statistics, 85, issue 4, p. 777-792.

Kind regards,
Jamel
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Rigobon 2003

Unread post by TomDoan »

Lanne and Lutkepohl (viewtopic.php?f=8&t=750) is largely the same idea.
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