Generalized variance decomposition

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jacky6ch
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Joined: Wed Aug 12, 2015 2:10 am

Generalized variance decomposition

Postby jacky6ch » Mon Jan 11, 2016 6:03 am

Hi, does any one have any idea if estimation function of Generalized Forecast Error Variance Decomposition is available in Eviews, or any other software packages? Thanks.
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