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st: identification through heteroskedasticity
From
Joaquin Canessa <[email protected]>
To
[email protected]
Subject
st: identification through heteroskedasticity
Date
Tue, 1 Nov 2011 12:08:48 -0300
Hi. I´m doing a work in wich I have to replicate the paper of Rigibon
"Measuring the Reaction of Monetary Policy to the Stock Market" . I
need to know if any of you have the ADO file that allow me to run the
regression through this method.
If you don´t know the method of this paper, I have to use the method
called "identification through heteroskedasticity".
Thank you very mucha
--
Joaquín Canessa
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