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RATS program to estimate observable index model from Sargent-Sims(1977)

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Estimates an observable index model from Sargent & Sims(1977), "Business cycle modeling without pretending to have too much a priori economic theory"

Suggested Citation

  • Tom Doan, "undated". "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtz00126
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/observableindex.rpf
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    Keywords

    Index model; RATS;

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