文献来源动态条件相关(Dynamic conditional correlation)Sinha, A., et al. (2024). Modeling the behavior of renewable energy market: Understanding the moderation of climate risk factorsAppendix A. Supplementary data【数据+Stata+R】下载包ssc install mvcorr示例代码本文对源代码进行了优化:cd "C:\Download\1-s2.0-S0140988323007880-mmc1\Replication Package\Figure 3"
use data, clear
tsset CODE
mgarch dcc ( REN RCC = ), arch(1) iterate(1000)
predict h2* if e(sample), correlation
rename h2_RCC_REN DCC_RCC_REN
export excel CODE DCC_RCC_REN using a, sheet("REN-RCC", modify) firstrow(variables)
*
import exc a, first clear
line D C得到结果期刊排版(完)
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