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Hansen Econometrica 1996
by TomDoan » Thu Aug 31, 2023 8:45 pm in Examples and Sample Code - 0
- 5268
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by TomDoan
Thu Aug 31, 2023 8:45 pm
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BASICFORECAST—Forecasting techniques with linear model
by TomDoan » Thu Aug 31, 2023 12:39 pm in Examples and Sample Code - 0
- 2331
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by TomDoan
Thu Aug 31, 2023 12:39 pm
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ONEBREAK—Search for break in linear regression
by TomDoan » Thu Aug 31, 2023 12:37 pm in Examples and Sample Code - 0
- 2331
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by TomDoan
Thu Aug 31, 2023 12:37 pm
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ARAutolags—procedure for choosing lags in an AR
by TomDoan » Wed Feb 25, 2009 2:00 pm in RATS Procedures - 0
- 12914
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by TomDoan
Thu Aug 31, 2023 12:32 pm
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VOLATILITYESTIMATES—Estimating Volatility from Transactions
by TomDoan » Thu Aug 31, 2023 12:30 pm in Examples and Sample Code - 0
- 2406
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by TomDoan
Thu Aug 31, 2023 12:30 pm
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TARMODELS—Specification and Estimation of STAR Model
by TomDoan » Thu Aug 31, 2023 12:21 pm in Examples and Sample Code - 0
- 2302
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by TomDoan
Thu Aug 31, 2023 12:21 pm
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GARCHBACKTEST—Rolling GARCH Estimation
by TomDoan » Wed Sep 03, 2014 5:10 pm in Examples and Sample Code - 0
- 5818
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by TomDoan
Thu Aug 31, 2023 12:10 pm
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LAGPOLYROOTS—Complex roots of polynomial
by TomDoan » Thu Aug 31, 2023 11:50 am in RATS Procedures - 0
- 1635
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by TomDoan
Thu Aug 31, 2023 11:50 am
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LPIV
by RK2509 » Sat Aug 26, 2023 2:50 pm in Help With Programming - 0
- 3869
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by RK2509
Sat Aug 26, 2023 2:50 pm
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MCPROCESSIRF—Calculation of bands for IRF's
by TomDoan » Wed Mar 23, 2011 7:11 pm in RATS Procedures - 0
- 14675
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by TomDoan
Tue Jul 25, 2023 8:00 am
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VARBOOTSETUP,VARBOOTDRAWS procedures
by TomDoan » Sat Aug 02, 2014 11:47 am in RATS Procedures - 0
- 6615
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by TomDoan
Tue Jun 13, 2023 7:53 pm
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dropping out series with missing observations
by tclark » Fri May 12, 2023 4:14 pm in Help With Programming - 0
- 2563
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by tclark
Fri May 12, 2023 4:14 pm
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QFM--estimation of quantile factor model
by tclark » Fri May 12, 2023 3:58 pm in RATS Procedures - 0
- 2492
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by tclark
Fri May 12, 2023 3:58 pm
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APGRADIENTTEST—general Andrews-Ploberger tests
by TomDoan » Tue Nov 30, 2010 12:16 pm in RATS Procedures - 0
- 8358
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by TomDoan
Mon May 08, 2023 8:34 am
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CVSTABTEST—Test for stability in a covariance matrix
by TomDoan » Tue Mar 20, 2018 4:41 pm in RATS Procedures - 0
- 5241
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by TomDoan
Mon May 08, 2023 8:31 am
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CUSUMTESTS—CUSUM Model Stability Tests
by TomDoan » Mon May 08, 2023 8:27 am in RATS Procedures - 0
- 2014
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by TomDoan
Mon May 08, 2023 8:27 am
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WESTCHOTEST—Robust serial correlation test
by TomDoan » Mon May 07, 2012 4:43 pm in RATS Procedures - 0
- 8248
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by TomDoan
Mon Apr 17, 2023 10:59 am
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ACF—Performs autocorrelation analysis
by TomDoan » Tue Oct 01, 2019 9:05 am in RATS Procedures - 0
- 5129
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by TomDoan
Mon Apr 17, 2023 10:58 am
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BJIDENT—Procedure to help with identifying ARIMA model
by TomDoan » Tue Oct 01, 2019 9:09 am in RATS Procedures - 0
- 5222
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by TomDoan
Mon Apr 17, 2023 10:56 am
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BJTRANS—Aid for choosing preliminary transformation in ARIMA
by TomDoan » Mon Apr 17, 2023 10:54 am in RATS Procedures - 0
- 2157
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by TomDoan
Mon Apr 17, 2023 10:54 am
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BJDIFF—Aid for choosing differencing options in ARIMA
by TomDoan » Mon Apr 17, 2023 10:39 am in RATS Procedures - 0
- 2143
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by TomDoan
Mon Apr 17, 2023 10:39 am
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BJAUTOFIT—Automated selection of ARMA model
by TomDoan » Thu Sep 26, 2019 12:18 pm in RATS Procedures - 0
- 5114
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by TomDoan
Mon Apr 17, 2023 10:29 am
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GMAutoFit—Selects multiplicative seasonal ARIMA model
by TomDoan » Mon Feb 16, 2009 5:04 pm in RATS Procedures - 0
- 8324
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by TomDoan
Mon Apr 17, 2023 10:29 am
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Errors in Rats 10
by Finn Weiss » Tue Mar 07, 2023 4:21 am in Help With Programming - 0
- 1935
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by Finn Weiss
Tue Mar 07, 2023 4:21 am
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Bayesian STRUCTURAL VAR
by msrahman » Fri Feb 03, 2023 6:54 pm in VARs (Vector Autoregression Models) - 0
- 2727
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by msrahman
Fri Feb 03, 2023 6:54 pm
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