Choleski software
Choleski
Added: August 11, 2013 | Visits: 373
This package computes and plots impulse responses and confidence intervals for a structural Vector Autoregression (VAR). The impulse responses can be obtained through four different implementations of the standard Choleski decomposition. A sample file is attached with the common example of a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (51): A small structural VAR package for impulse response analysis Download |