The RATS Software Forum

Dear all a procedure computing the impulse responses by local projections from Jorda(2005), "Estimation and Inference of Impulse Responses by Local Projections", American Economic Review, 95(1), pp 161-182 used to be available on the forum (is_example.rpf) with the associated data base. Ho...

Many thanks

Dear all
do you know any procedure or example for calculating the optimal value of the lambda coefficient with a Box-Cox transformation ?
Thanks in advance

Dear All
With the Option (equation =) the LINREG instruction allows to estimate a model previously defined in the program.
Is it possible to do the same thing but with the BOXJENK instruction ?
Many thanks in advance.

Thank you for these quick responses.
I am going to try %MODELSETCOEFFS.

Dear all I estimate a VAR model with the growth rates of the real GDP of 10 countries as the endogenoux variables. I the calculate the impulse and the total cumulated impulses to evalute the impact of each country innovation on the gdp of the other countries. Now I want to recalculate the impulses r...

Dear rats users,
I need to use the testing procedure suggested by Westerlund in the paper : Testing for error correction in panel data, Oxford Bulletin of Economics and Statistics, 2007, 69, 709-748.
Does anyone know if there is a winrats program for this testing procedure ?
Thanks in advance

many thanks Tom
Christophe Tavéra

Yes, I am working on the paper "Rose effect and the euro : is the magic gone ?", T. Havranek, Review of World Economics, 146(2): 2010, 241-261. On page 247, the author suggests estimating the equation (3) of the paper with an iterative re-weighetd least squares method. I don't really under...

Hi
has anyone already used the iteratively re-weighetd least squares method which seems to be an adequate robust method for estimating a Meta Regression model ?
I wonder if this can be implemented easily with winrats.
Many thanks in advance
Christophe Tavéra

Dear all our university has winrats 8.0 pro and CATS 2.0. Whe,n I try to use cats from the menu (time series then cats cointegration), winrats tries to find a file called CmyCATS.rsc which is not in CATS. If I select the myCATS.src file, winrats then tries to find the file called CCATStable.src whic...

Recently, someone posted a Rats program which permits to replicate the basic results of Giorgio Primiceri, (2005), "Time Varying Structural Vector Autoregressions and Monetary Policy," Review of Economic Studies, 72, 821-852. I have tried to use this program to analyse the transmission mec...

Dear all
when I try to use the condition.prg program, I get the following result :
## OP3. This Instruction Does Not Have An Option MOD
>>>>@condition(model=<<<<
Has any one already met this problem with this procedure ?
Best regards
Christophe Tavéra

Hello I am trying to use the bootstrap procedure for cointegration testing used by Fachin in his paper "long run trends in internal migration in italy : a study in panel cointegration with dependant units" (journal of applied econometrcs - 22: 401-428 - 2007). Has anyone already written th...

I would like to test for threshold effects and estimate the threshold in a non dynamic panel as decribed in "Threshold effects in non dynamic panels: estimation, testing and inference" by Bruce Hansen, Journal of Econometrics, 93 (1999) p. 345-368. It seems to me that the procedure thresht...