The RATS Software Forum

Dear Tom, how to obtain the local projection impulse response along with corresponding standard errors in table format??

Dear Tom
is there any way to estimate the time-varying parameter model with endogenous regressors in RATS as done by Kim and Nelson 2006 in their paper "Time-varying parameter models with endogenous regressors".

The idea is to replace xplus with xnet....which is constructed from the same X variable....I wrote an email to the original author Vigfussion sir.... regarding whether the model is correct or not....he said....that not at all wrong....that is what they have exactly done in their net increase model.....

Do I need to change the all other parts of the code....for xplus....like frml identify and all other stuffs

Dear Tomdoan......this is from The original "Are the responses of the U.S. economy asymmetric in energy price increases and decreases?" paper.....in their net model they have replaced xplus with xnet which is net increase in oil price from previous 1 year or 3 years high..... I am trying t...

I have a question......in this model xplus is a censored variable...calculated as max(0.0,x)...........suppose if I set xplus = z (say an exiting computed censored variable instead of max(0.0,x)).....then, in this case, should I replace all the other max(0.0,x) with xplus or z in the programme??.......

how to define xplus = 1 or 3-year net increase in oil price instead of %max(0.0,x)......what are modification I need to do....if we define so....

how to summarize the parameter of Diagonal BEKK model.......for example suppose in a bivariate case if I want to test ax(1,1)*a(2,2)=0 how to summarize this....

Is it possible to get the conditional variance equation in a trivariate BEKK model in RATS

if want to see the response of all variable to shocks in logcpi in both regime.....should i modify the onlyshocks like this @MCGraphIRF(model=MSSysRegModel,onlyshocks=||logcpi,logcpi||,$ shocklabels=||"Regime 1","Regime 2"||,$ varlabels=||"Cap Util","CPI",&quo...

I have one more question is it possible to get the impulse response in a tabular format.....

is it possible to get the regime dependent response of the variables to shocks in other variables?

hi, everyone, I am looking code for Smooth transition VAR model with Generalised impulse response....can anyone help me...