I will try to run N! ordering or, maybe, try running this on RATS.
I should check before which one is the less time demand.
Search found 3 matches
- Wed Jan 04, 2012 6:49 pm
- Forum: Estimation
- Topic: Generalised Impulse Response Functions and Variance Decomp
- Replies: 9
- Views: 14695
- Sun Nov 20, 2011 7:36 pm
- Forum: Econometric Discussions
- Topic: generalized vs. "orthogonalized" impulse responses
- Replies: 1
- Views: 4215
- Sun Nov 20, 2011 5:41 am
- Forum: Estimation
- Topic: Generalised Impulse Response Functions and Variance Decomp
- Replies: 9
- Views: 14695
Re: Generalised Impulse Response Functions and Variance Deco
Hi jamest,
I`m also trying to replicate Diebold paper, for a new set of time series. Did you find another way to run this?
Tks,
Paulo
I`m also trying to replicate Diebold paper, for a new set of time series. Did you find another way to run this?
Tks,
Paulo