Search found 2 matches

by arges
Wed Jan 13, 2016 1:55 pm
Forum: Programming
Topic: Averaging by-group impulse response functions
Replies: 2
Views: 3332

Re: Averaging by-group impulse response functions

What is wrong with my question? After a week still no response while other questions get answered by the staff within 2 minutes of posting?
by arges
Thu Jan 07, 2016 4:29 am
Forum: Programming
Topic: Averaging by-group impulse response functions
Replies: 2
Views: 3332

Averaging by-group impulse response functions

I have time-series data on three different variables for 3 individual stocks (i.e. I have a panel). I want to run a stock-by-stock VAR end ultimately end up with the average of the 3 stock-by-stock cumulative generalized impulse response functions (GIRF). Moreover, because I would like to have an id...

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