YULEVAR: RATS procedure to estimate a VAR on stationary data using Yule-Walker Equations

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: This estimates a VAR on stationary data using the Yule-Walker equations.

Language: RATS
Requires: RATS 7.30
Keywords: 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/yulevar.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00254

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