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New post simulate, estimate and forecast OOS univariate models incorporating a linear trend term

Last post by TomDoan « Wed Dec 04, 2024 7:25 am
Posted in Other Time Series Analysis
Replies: 18
by ac_1 » Mon Nov 25, 2024 4:10 am » in Other Time Series Analysis
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18 Replies

311 Views

Last post by TomDoan
Wed Dec 04, 2024 7:25 am
New post ROLLINGCAUSALITY.RPF—Rolling sample Granger causality tests

Last post by TomDoan « Tue Dec 03, 2024 9:17 pm
Posted in Examples and Sample Code
Replies: 27
by TomDoan » Mon May 01, 2017 10:43 am » in Examples and Sample Code
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2
27 Replies

29153 Views

Last post by TomDoan
Tue Dec 03, 2024 9:17 pm
New post ROBUSTSTAR—Test for STAR with outlier adjustments

Last post by TomDoan « Tue Dec 03, 2024 9:09 pm
Posted in Examples and Sample Code

by TomDoan » Fri Aug 02, 2024 11:18 am » in Examples and Sample Code

0 Replies

150 Views

Last post by TomDoan
Tue Dec 03, 2024 9:09 pm
New post ROBUST—Robust Estimation of a Linear Model

Last post by TomDoan « Tue Dec 03, 2024 9:09 pm
Posted in Examples and Sample Code

by TomDoan » Tue Dec 03, 2024 9:09 pm » in Examples and Sample Code

0 Replies

2 Views

Last post by TomDoan
Tue Dec 03, 2024 9:09 pm
New post REPROBIT—Random Effects Probit

Last post by TomDoan « Tue Dec 03, 2024 9:06 pm
Posted in Examples and Sample Code

by TomDoan » Sun Apr 14, 2024 5:23 pm » in Examples and Sample Code

0 Replies

999 Views

Last post by TomDoan
Tue Dec 03, 2024 9:06 pm
New post REGARIMA—Estimation of RegARIMA model

Last post by TomDoan « Tue Dec 03, 2024 9:05 pm
Posted in Examples and Sample Code

by TomDoan » Tue Dec 03, 2024 9:05 pm » in Examples and Sample Code

0 Replies

3 Views

Last post by TomDoan
Tue Dec 03, 2024 9:05 pm
New post RANDOMIZE—Approximate Randomization p-values

Last post by TomDoan « Tue Dec 03, 2024 8:46 pm
Posted in Examples and Sample Code

by TomDoan » Fri Aug 02, 2024 11:21 am » in Examples and Sample Code

0 Replies

160 Views

Last post by TomDoan
Tue Dec 03, 2024 8:46 pm
New post QPROG—Example of quadratic programming

Last post by TomDoan « Tue Dec 03, 2024 5:13 pm
Posted in Examples and Sample Code

by TomDoan » Tue Dec 03, 2024 5:13 pm » in Examples and Sample Code

0 Replies

2 Views

Last post by TomDoan
Tue Dec 03, 2024 5:13 pm
New post PROBIT—Estimation of logit/probit models

Last post by TomDoan « Tue Dec 03, 2024 5:10 pm
Posted in Examples and Sample Code

by TomDoan » Tue Dec 03, 2024 5:10 pm » in Examples and Sample Code

0 Replies

8 Views

Last post by TomDoan
Tue Dec 03, 2024 5:10 pm
New post PORTFOLIO—Mean-variance portfolio analysis

Last post by TomDoan « Tue Dec 03, 2024 5:06 pm
Posted in Examples and Sample Code

by TomDoan » Sun Feb 14, 2021 10:08 am » in Examples and Sample Code

0 Replies

8987 Views

Last post by TomDoan
Tue Dec 03, 2024 5:06 pm
New post PDL—Polynomial Distributed Lag

Last post by TomDoan « Tue Dec 03, 2024 5:04 pm
Posted in Examples and Sample Code

by TomDoan » Tue Dec 03, 2024 5:04 pm » in Examples and Sample Code

0 Replies

3 Views

Last post by TomDoan
Tue Dec 03, 2024 5:04 pm
New post PANELCAUSE.RPF—Granger causality in panel data

Last post by TomDoan « Tue Dec 03, 2024 4:49 pm
Posted in Examples and Sample Code
Replies: 2
by TomDoan » Sun Apr 30, 2017 7:57 pm » in Examples and Sample Code

2 Replies

17302 Views

Last post by TomDoan
Tue Dec 03, 2024 4:49 pm
New post PANEL—Estimation of panel data models

Last post by TomDoan « Tue Dec 03, 2024 4:48 pm
Posted in Examples and Sample Code

by TomDoan » Tue Dec 03, 2024 4:48 pm » in Examples and Sample Code

0 Replies

4 Views

Last post by TomDoan
Tue Dec 03, 2024 4:48 pm
New post Bernanke & Mihov QJE 1998 replication

Last post by TomDoan « Thu Nov 28, 2024 7:26 am
Posted in Examples and Sample Code
Replies: 4
by TomDoan » Sun Aug 30, 2009 9:28 pm » in Examples and Sample Code

4 Replies

6695 Views

Last post by TomDoan
Thu Nov 28, 2024 7:26 am
New post Uhlig JME 2005 Sign-Restricted IRF's for VAR

Last post by hardmann « Wed Nov 27, 2024 5:48 pm
Posted in Examples and Sample Code
Replies: 32
by TomDoan » Thu Sep 17, 2015 7:21 pm » in Examples and Sample Code
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32 Replies

43200 Views

Last post by hardmann
Wed Nov 27, 2024 5:48 pm

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