LEBO_BOX_AJPS2008: RATS program to replicate Lebo and Box-Steffensmeier's DCC GARCH models

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Lebo and Box-Steffensmeier(2008), "Dynamic Conditional Correlations in Political Science", American Journal of Political Science, vol 53, no 2, 688-704. Does multivariate GARCH models with DCC applied to political science data.

Language: RATS
Requires: RATS 8.00
Keywords: ARCH-GARCH (search for similar items in EconPapers)
Date: 2025-12-29
Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://estima.com/procedures/lebo_box_ajps2008.zip (application/zip)

Related works:
Journal Article: Dynamic Conditional Correlations in Political Science (2008)
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