Has Anyone Replicated CKLS (1992) in EViews?

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TonyS6
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Joined: Sat Nov 28, 2015 9:09 am

Has Anyone Replicated CKLS (1992) in EViews?

Postby TonyS6 » Sat Nov 28, 2015 9:15 am

I am new to EViews, transitioning from RATS. I can replicate CKLS (1992) in RATS, but never some pointers on doing it in EViews.

Here is the link to the RATS replication. http://econpapers.repec.org/software/bo ... z00035.htm

I lost my files on estimation in Gauss (which was the original program used in estimating CKLS).

Any clues or help? Thanks

I am the Sanders or Chan, Karolyi, Longstaff and Sanders (1992). Just too new for EViews.

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