Questions and answersQ: What is RRR? A: RRR.ox and RRR.h are files for a program for estimating Reduced Rank Regressions. Q: How do I run RRR? Q: What sort of systems does RRR estimate? Q: Does there exixt an example file for how to use RRR by commando line? A: Yes, see "CoNonLinearity.ox". This program estimates all the reduced rank regressions in "Testing for co-nonlinearity by H. Hungnes, forthcoming in Studies in Nonlinear Dynamics & Econometrics (SNDE). Related publications"Testing for co-nonlinearity", forthcomming in Studies in Nonlinear Dynamics & Econometrics. [Discussion Paper version] |