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EBA: RATS procedure to perform Extreme Bounds Analysis

Author

Listed:
  • Tom Doan

    () (Estima)

Abstract

Performs the calculations from Granger and Uhlig(1990), "Reasonable Extreme Bounds Analysis", J. of Econometrics, vol. 44, 159-170.

Suggested Citation

  • Tom Doan, "undated". "EBA: RATS procedure to perform Extreme Bounds Analysis," Statistical Software Components RTS00059, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rts00059 Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    Keywords

    Bayesian methods; extreme bounds analysis;

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