Supplementary replication material for articles published in the journals of the Econometric Society (Econometrica, Quantitative Economics, and Theoretical Economics)
Published January 8, 2025 | Version v1
Software Open

Replication package for: "Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model"

Authors/Creators

  • 1. ROR icon National University of Singapore
  • 2. ROR icon Yale University

Description

Andrews, Donald W. K. and Ming Li (2024), "Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model." Conditionally Accepted at Quantitative Economics.

Files

Replication_Package.zip

Files (2.5 MB)

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md5:9c9b0eabb8d0f01e9b8da5d4388cf903
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