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- Wed Oct 08, 2014 5:20 pm
- Forum: Add-in Support
- Topic: HDecomp (historical decomposition)
- Replies: 32
- Views: 81540
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.