CONDITION: RATS procedure to implement conditional forecasting

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Updated version of the conditional forecasting procedure that has been included with RATS for many years. This version allows more general linear constraints on the values of future endogenous variables and permits simulations of the restricted

Language: RATS
Requires: RATS 7.00
Keywords: Conditional forecasts; VAR (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/condition.src (text/plain)

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