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VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6)

Author

Listed:
  • Christopher F Baum

    (Boston College)

  • Patrick Joly

    (Industry Canada)

Programming Language

Stata

Abstract

vecar6 estimates vector autoregression (VAR) models. Version 7 users should use vecar (q.v.)

Suggested Citation

  • Christopher F Baum & Patrick Joly, 2001. "VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6)," Statistical Software Components S416902, Boston College Department of Economics, revised 04 Jun 2002.
  • Handle: RePEc:boc:bocode:s416902
    Note: This module may be installed from within Stata by typing "ssc install vecar6". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/v/vecar6.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/v/vecar6.hlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/w/wntstmvq.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/w/wntstmvq.hlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/_/_gstdn.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/matmap.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/matmap.hlp
    File Function: help file
    Download Restriction: no
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