Translating Balke REStat 2000 from RATS to Stata – Part 1
Today, we will see how to translate the first part of the code the threshold VAR model in Balke (2000) using ChatGPT5. It took me a few hours and…
Today, we will see how to translate the first part of the code the threshold VAR model in Balke (2000) using ChatGPT5. It took me a few hours and…
In this recent paper, Olea-Montiel, Plagborg-Møller, Qian and Wolf “provide a formal proof of Jordà’s claim that conventional LP confidence intervals for impulse responses are surprisingly robust to…
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