Re: [Gretl-users] Time varying parameters models
Em 21 de junho de 2013, Logan Kelly escreveu:
Has anyone worked with time varying parameters models in Gretl? If so, has
any one published any example code fragments?
Dear Logan, please find attached an example of TVP model estimated using
Gretl. It was mainly written by Jack Lucchetti (
http://lists.wfu.edu/pipermail/gretl-users/2011-February/005889.html)
Best regards,
Henrique Andrade*
*
Attachments:
- attachment.html (text/html — 832 bytes)
- Henrique-TVP.inp (application/octet-stream — 2.4 KB)