This folder contains the following Gauss files relating to the paper 
"Averaging Estimators for Autoregressions with a Near Unit Root"
by Bruce E. Hansen


This program might be useful for empirical work:

averaging.prg	procedures that compute averaging estimators


The following programs generate the simulations in the paper:

mse.prg		Creates Figures 1 through 4
sim1.prg	Creates Figure 5
sim2.prg	Creates Figure 6
sim3.prg	Creates Figure 7