EBA: RATS procedure to perform Extreme Bounds Analysis
AbstractPerforms the calculations from Granger and Uhlig(1990), "Reasonable Extreme Bounds Analysis", J. of Econometrics, vol. 44, 159-170.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00059.
Programming language: RATS
Requires: RATS 6.00
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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