The RATS Software Forum

Dear Tom, Can you help me with the code to get the impulse-response functions in Kevin B. Grier, Ólan T. Henry, Nilss Olekalns and Kalvinder Shields (2004). The asymmetric effects of uncertainty on inflation and product growth. Journal of Applied Econometrics, vol. 19, No. 5, pp. 551-565 ? In specif...

I also would like to get the code

After reading the Edwards&Susmel paper I think very desirable to get a routine to estimate bivariate swarch(K,q) models, but not assuming a constant correlation matrix but time variyng so as empirical evidence suggests

You would have to post your program and data. That is the program, as you can see, it is modified only to deal with my data OPEN DATA "C:\Users\Usuario\Documents\WinRATS Standard 8.1\TLCAN.xls" DATA(FORMAT=XLS,ORG=COLUMNS) 1 1305 MEX * Convert to percent daily returns * set x = 100.0*log(...

Dear Tom, when I run the SWARCH.rpf all is ok, but when I run with my own data I can not get values for p's...What can be wrong?...Regards As mentioned above, it estimates the probabilities in logistic index form. To transform those to probabilities add disp %mslogisticp(theta) :?: Using disp %mslo...

Dear Tom, when I run the SWARCH.rpf all is ok, but when I run with my own data I can not get values for p's...What can be wrong?...Regards

Dear Tom, are these Krolzig example files the same coming into WinRats 8.1?...Best regards

I have tried to replicate the Mark and Sul (2003) paper and I got only the last two rows (panel estimates), I do not how can I get the single-equations Dols estimates i.e. the countries regressions results shown in the Table 7 at the 678 page...Can someone help me?