The RATS Software Forum

Many thanks Tom. please find attached paper.

Regards,
N.K

(Attachment removed)

Dear Tom,

does this code replicate the following study of Balcilar?

http://link.springer.com/article/10.100 ... 012-0562-8

Thanks,
N.K

Dear Tom,

Have you an idea how to transform this code for a panel of many countries?

Thanks a lot,
N.K

Thank you Tom, the error is seemingly resolved and I've got the following results: (But I have a doubt if there is a difference between the two regimes) Likelihood Based Analysis of Cointegration Variables: LOIL LSP Estimated from 1950:03 to 2015:10 Data Points 788 Lags 2 with Constant Unrestricted ...

Thank you Tom. Olease I tried to run Balcilar code in my data basis (file attached) but the itérations stopped and I've got this error message: Likelihood Based Analysis of Cointegration Variables: LOIL LSP Estimated from 1950:03 to 2104:04 Data Points 1850 Lags 2 with Constant Unrestricted eigenval...

Many thanks Tom. Actually, I just found this paper that developed a new test for the Markov property in time series. A Gauss code to implement this test is available from the authors. https://hong.economics.cornell.edu/papers/Testing%20for%20the%20Markov%20Property%20in%20Time%20Series.pdf Thanks a ...

Dear Tom,

How can test for the presence of Markov assumption in time series?

Thanks,
N.K

Dear Tom thank you for your valuable efforts. I have a question: Why the error: ## SR3. Tried to Use Series Number 70201344, Only 9 Are Available The Error Occurred At Location 531, Line 72 of MSSYSREGRESSION repeated after the following part of program @mssysregression(states=2,switch=ch) # dlsp dl...

Thanks a lot, Tom.

Dear Tom,

I am so grateful.

Did you mean the last version of MSSYSREGRESSION the attached file.

Kind regards and many thanks,
N.K

Many Thanks Tom.

It is not my data basis, just I tried to replicate the estimation of a published paper (Energy Economics 49 (2015) 317–327) with their data basis and their program.

N.K

Thank you for your reply but I used the excel file and I got the same error message.

Dear Listers, I am trying to run the oil_stock_msvar_irf2.RPF program I have got always the same following error: ## SR3. Tried to Use Series Number 45844208, Only 5 Are Available The Error Occurred At Location 531, Line 72 of MSSYSREGRESSION Would you like please to help me with this. Kind regards,...