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st: identification through heteroskedasticity


From   Joaquin Canessa <joaquin.canessa@gmail.com>
To   statalist@hsphsun2.harvard.edu
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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