Blood Diamonds

RATS 8.0: Programs Replicating Paper Results rats 8.0 includes a number of example programs (and accompanying selective information files and procedures) for replicating results from some important econometric papers. These files are found in separate subdirectories for each paper, inside the PaperResults subdirectory of your main rats directory. Examples are provided for the pursual papers: Aruoba, Diebold and Scotti(2009), Real-Time Measurement of condescension Conditions, ledger of business and frugal Statistics, vol 27, no 4, 417-427. This is a large-scale state-space model with unify frequency observables. Bai & Perron(2003), Computation and analysis of multiple morphologic renewal models, Journal of Applied Econometrics, vol. 18, no. 1, 1-22. Baillie, Bollerslev and Mikkelson (1996), Fractionally Integrated Generalized Autoregressive conditional Heteroskedasticity, Journal of Econometrics, vol. 74, 3-30. Demonstrates the DIFFERENCE instruction with the FRACTION option. Balke and Fomby(1997), Threshold Cointegration, world-wide economical Review, vol 38, no 3, 627-45. Bernanke, Boivin & Eliasz (2005), quantity the set up of Monetary amends policy: A Factor-augmented Vector Autoregressive (FAVAR) Approach, Quarterly Journal of Economics, vol. 120, no 1, 387-422.

Bernanke & Mihov (1998), Measuring Monetary Policy, QJE, vol. 113, no 3, 869-902 (monthly data calculations). This includes upper limit likelihood estimation of structural VARs, Markov switching account of an SVAR and four-card monte Carlo integration of a just identified SVAR. Blanchard and Quah (1989), The propelling Effects of Aggregate Demand and S! upply Disturbances, AER, vol. 79, no. 4, 655-673. Demonstrates some(prenominal) topics in VARs: historical decomposition, recovery of structural shocks, long haul restrictions. Burnside(1994), Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models, Journal of Business & Economic Statistics, vol. 12, no 1, 57-79. Campbell and Ammer (1993), What Moves the Stock and...If you want to amaze a skilful essay, order it on our website: OrderCustomPaper.com

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