[Gretl-users] Rolling IRFs
Dear All,
Together with Michalis Tsachakis, we are trying to estimate rolling IRFs.
A first attempt is attached. Any feedback is more than welcome!
regards
Theo
--
Theodore Panagiotidis
University of Macedonia
Thessaloniki, Greece
& Research Associate HO, LSE <https://www.lse.ac.uk/Hellenic-Observatory>
Linkedin <https://www.linkedin.com/in/theodore-panagiotidis-1371b3169/>
GooglePage
<https://sites.google.com/view/prof-theodore-panagiotidis/bio?authuser=0>
Attachments:
- attachment.htm (text/html — 1.9 KB)
- assignment.gdt (application/octet-stream — 27.2 KB)
- varrolling.inp (application/octet-stream — 2.1 KB)