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by Tamerlan
Wed Oct 08, 2014 5:20 pm
Forum: Add-in Support
Topic: HDecomp (historical decomposition)
Replies: 32
Views: 41010

HDecomp with a Cointegrated VAR

Does anybody know how to use this add-in when the VAR contains Cointegration relationships. I tried but I receive the error message "RESGR is not defined". Thanks in advance for your attention.

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