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
Search found 2 matches
- Mon Apr 25, 2016 2:06 pm
- Forum: Add-in Support
- Topic: HDecomp (historical decomposition)
- Replies: 32
- Views: 82883
- Sun Apr 10, 2016 10:19 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 434839
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 ...