Search found 2 matches

by marto91
Mon Apr 25, 2016 2:06 pm
Forum: Add-in Support
Topic: HDecomp (historical decomposition)
Replies: 30
Views: 32432

Re: HDecomp (historical decomposition)

Hi trubador,

I have a quick question. Is it possible to use hdecomp on a Var that is not structural? And would that make sense ?

Thanks in advance
by marto91
Sun Apr 10, 2016 10:19 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 74431

Re: DCCGARCH11

Dear Trubador, I have a question regarding the Add-in. I am estimating an MV GARCH DCC(using Student's t and correlation targeting, no AR or constants). Firstly, in the dccout01 table, the results are not properly outlined and secondly I get coefficients for the constants (not only the thetas as it ...

Go to advanced search