Stochastic volatility in mean VAR

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dakila
Posts: 444
Joined: Tue Nov 24, 2015 4:57 pm

Stochastic volatility in mean VAR

Postby dakila » Thu Sep 15, 2022 1:23 am

This thread is about the varsvol add-in which implements the stochastic volatility in mean VAR (Haroon Mumtaz, 2018). It requires the version 13.

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