Dear users
So here is my first mail to the list. I am testing different bootstrap
methods in a cointegrated VAR. The main focus is on determining the
cointegration rank under arch effects or SV so my first question is, if it
is possible to modify coint2 so an accessor variable can be used to extract
the test statistic.
Right now I have just programmed the test statistic calculation myself.
However, in the bootstrap loop I get an error saying
command 'beta' not recognized
?
I think my code is okay but it of course always possible that I have missed
something. The weird thing is the following. If I try to assign a zero
matrix to beta in the console I get the this
? beta = zeros(3,3)
Generated matrix beta
? beta
command 'beta' not recognized
?
I am able to assign a scalar value to beta without problems, but I need to
reload the data to use beta again for a matrix.
Any ideas? A bug or where am I failing?
Best
Andreas
--
Andreas Noack Jensen Øster Farimagsgade 5, bygning 26
Ph.d.-stipendiat 1353 København K
Økonomisk Institut Danmark
Københavns Universitet Tel. (+1)646-643-0985