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st: forcast-error variance decomposition in stata


From   chen jie <uuphd2002@yahoo.com.cn>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: forcast-error variance decomposition in stata
Date   Mon, 28 Mar 2005 15:17:08 -0800 (PST)

Dear Statalists

Can it be possible to conduct forcast-error variance
decomposition in stata? For example, the decomposition
of permanent and transitory compoment in VECM? I
searched hard and failed to find such program exist,
possible to combine existing program to achieve this
objective? 


Thanks!

chen jie


		
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