VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6)

Christopher Baum () and Patrick Joly ()
Additional contact information
Patrick Joly: Industry Canada

Statistical Software Components from Boston College Department of Economics

Abstract: vecar6 estimates vector autoregression (VAR) models. Version 7 users should use vecar (q.v.)

Language: Stata
Requires: Stata version 6.0
Keywords: vector autoregression; VAR; timeseries (search for similar items in EconPapers)
Date: 2001-03-02, Revised 2002-06-04
Note: This module may be installed from within Stata by typing "ssc install vecar6". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/v/vecar6.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/v/vecar6.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wntstmvq.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wntstmvq.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_gstdn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/matmap.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/matmap.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s416902

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