Has Anyone Replicated CKLS (1992) in EViews?
Posted: 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.
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.