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Research method incorporated into a standard econometric software
Department of Economics
Centre for Risk Analytics
Description of impact
The real-time bubble monitoring strategy proposed by A/Prof Shi is becoming a standard feature in the econometrician's toolkit judging by its already widespread use by the profession.
An addin for Eviews (a popular econometric software in undergraduate teaching) has been developed by an economist from the Bank of Israel for this procedure.
Link to the Eviews addin: http://www.eviews.com/Addins/rtadf.aipz
28 Aug 2013