Search found 2 matches
- 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?
- 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...
