VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: VARCalc does a direct calculation of a VAR.

Language: RATS
Requires: RATS 6.10
Keywords: VAR (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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http://www.estima.com/procs_perl/varcalc.src (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rts00221

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