Uhlig BVAR with Stochastic Volatility

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

Uhlig BVAR with Stochastic Volatility

Postby dakila » Mon Nov 28, 2022 5:58 pm

This thread is about the Uhlig add-in which estimates a VAR with stochastic volatility using the Uhlig (1997) method.

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