Search found 3 matches
Search found 3 matches • Page 1 of 1
- Wed Oct 30, 2019 7:30 am
- Forum: Add-in Support
- Topic: Quantile on Quantile regression & VAR for VAR model
- Replies: 2
- Views: 817
Dear sir, The paper related to VAR for VaR model can be found in the link below https://www.sciencedirect.com/science/article/pii/S0304407615000287 A Matlab code of the method is posted in this page http://www.simonemanganelli.org/Simone/Research.html Regarding the quantile on quantile regression, t...
Hi Thanks for your efforts, really appreciate it, but this add-in still incomplete, it only gives the IRFs and their comparison, as well as the figures for the "Posterior mean, 16th and 84th pctiles of the standard deviation of variables' residuals, it does not produce all the results as in Pri...
- Sun Jul 07, 2019 3:34 am
- Forum: Econometric Discussions
- Topic: Confidence intervals of time varying coefficients
- Replies: 0
- Views: 970
Hi everyone I have estimated time-varying coefficient regression model with flexible least squares (FLS) provided by tvpuni adds-in 'simple fixed parameter estimation equation fixed.ls cc cpi li fdi fpi oi 'time varying parameter estimation with flexible least squares fixed.tvpuni(method="1&quo...