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New post TVARSET—Set up VAR matrices for time-varying coefficients

Last post by TomDoan « Tue Nov 11, 2025 9:19 am
Posted in RATS Procedures

by TomDoan » Tue Nov 11, 2025 9:19 am » in RATS Procedures

0 Replies

5 Views

Last post by TomDoan
Tue Nov 11, 2025 9:19 am
New post garchmvbootstrap.rpf

Last post by ac_1 « Tue Nov 11, 2025 3:54 am
Posted in ARCH and GARCH Models
Replies: 9
by ac_1 » Mon Sep 29, 2025 1:44 am » in ARCH and GARCH Models

9 Replies

10105 Views

Last post by ac_1
Tue Nov 11, 2025 3:54 am
New post garchmv.rpf

Last post by TomDoan « Thu Nov 06, 2025 9:08 pm
Posted in ARCH and GARCH Models
Replies: 16
by ac_1 » Sat Oct 04, 2025 12:46 pm » in ARCH and GARCH Models
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16 Replies

9670 Views

Last post by TomDoan
Thu Nov 06, 2025 9:08 pm
New post UV garch model forecasts

Last post by ac_1 « Thu Nov 06, 2025 1:29 pm
Posted in ARCH and GARCH Models
Replies: 92
by ac_1 » Sat Aug 26, 2023 11:55 am » in ARCH and GARCH Models
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92 Replies

2159060 Views

Last post by ac_1
Thu Nov 06, 2025 1:29 pm
New post Long-run solution of the estimated STAR models

Last post by TomDoan « Wed Nov 05, 2025 8:35 am
Posted in Structural Breaks and Switching Models
Replies: 1
by Brc » Thu Oct 30, 2025 3:55 am » in Structural Breaks and Switching Models

1 Replies

955 Views

Last post by TomDoan
Wed Nov 05, 2025 8:35 am
New post Forecasting a Linear model

Last post by TomDoan « Sun Sep 28, 2025 5:50 pm
Posted in Help With Programming
Replies: 3
by Brc » Sat Sep 27, 2025 4:16 pm » in Help With Programming

3 Replies

11070 Views

Last post by TomDoan
Sun Sep 28, 2025 5:50 pm
New post APARCH model

Last post by TomDoan « Mon Sep 22, 2025 2:56 pm
Posted in ARCH and GARCH Models
Replies: 15
by ac_1 » Mon Sep 15, 2025 5:26 am » in ARCH and GARCH Models
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15 Replies

26434 Views

Last post by TomDoan
Mon Sep 22, 2025 2:56 pm
New post HAR model

Last post by TomDoan « Thu Sep 11, 2025 9:50 am
Posted in Other Time Series Analysis
Replies: 1
by ac_1 » Wed Sep 10, 2025 10:34 pm » in Other Time Series Analysis

1 Replies

22458 Views

Last post by TomDoan
Thu Sep 11, 2025 9:50 am
New post SV-AR(1) model

Last post by TomDoan « Wed Sep 10, 2025 8:36 am
Posted in State Space Models/DSGE
Replies: 20
by ac_1 » Mon Sep 01, 2025 1:54 pm » in State Space Models/DSGE
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20 Replies

38965 Views

Last post by TomDoan
Wed Sep 10, 2025 8:36 am
New post various distributions of returns

Last post by TomDoan « Fri Sep 05, 2025 8:38 am
Posted in Graphics, Reports, and Other Output
Replies: 6
by ac_1 » Mon Sep 01, 2025 1:58 am » in Graphics, Reports, and Other Output

6 Replies

23385 Views

Last post by TomDoan
Fri Sep 05, 2025 8:38 am
New post Significance of multi-step ahead forecasts from risk algo's

Last post by ac_1 « Sun Aug 24, 2025 12:39 pm
Posted in ARCH and GARCH Models
Replies: 2
by ac_1 » Sat Aug 23, 2025 2:08 am » in ARCH and GARCH Models

2 Replies

17700 Views

Last post by ac_1
Sun Aug 24, 2025 12:39 pm
New post problem on version

Last post by TomDoan « Wed Aug 20, 2025 8:01 am
Posted in State Space Models/DSGE
Replies: 1
by hardmann » Sat Aug 16, 2025 10:28 pm » in State Space Models/DSGE

1 Replies

17005 Views

Last post by TomDoan
Wed Aug 20, 2025 8:01 am
New post VAR LAG SELECTION

Last post by TomDoan « Wed Aug 20, 2025 8:00 am
Posted in VARs (Vector Autoregression Models)
Replies: 1
by jimm306 » Tue Aug 19, 2025 9:17 am » in VARs (Vector Autoregression Models)

1 Replies

21545 Views

Last post by TomDoan
Wed Aug 20, 2025 8:00 am
New post How to estimate the MF-VAR model in Winrats?

Last post by hardmann « Sat Aug 16, 2025 6:39 am
Posted in State Space Models/DSGE
Replies: 2
by hardmann » Wed Jun 11, 2025 8:27 am » in State Space Models/DSGE

2 Replies

36434 Views

Last post by hardmann
Sat Aug 16, 2025 6:39 am
New post Mariano Murasawa JAE 2003—State space model with mixed frequencies

Last post by TomDoan « Thu Aug 14, 2025 2:36 pm
Posted in Examples and Sample Code

by TomDoan » Thu Aug 14, 2025 2:36 pm » in Examples and Sample Code

0 Replies

29379 Views

Last post by TomDoan
Thu Aug 14, 2025 2:36 pm
New post GLOBALVAR—Pesaran style global VAR

Last post by TomDoan « Thu Aug 14, 2025 2:24 pm
Posted in Examples and Sample Code

by TomDoan » Thu Aug 14, 2025 2:24 pm » in Examples and Sample Code

0 Replies

24194 Views

Last post by TomDoan
Thu Aug 14, 2025 2:24 pm
New post ARDLM—State space system matrices for an AR process

Last post by TomDoan « Thu Aug 14, 2025 1:35 pm
Posted in RATS Procedures

by TomDoan » Mon Jul 21, 2025 9:36 am » in RATS Procedures

0 Replies

32872 Views

Last post by TomDoan
Thu Aug 14, 2025 1:35 pm
New post VARDLM—State-space system matrices for a VAR

Last post by TomDoan « Thu Aug 14, 2025 1:34 pm
Posted in RATS Procedures

by TomDoan » Mon Jul 21, 2025 9:40 am » in RATS Procedures

0 Replies

41943 Views

Last post by TomDoan
Thu Aug 14, 2025 1:34 pm
New post LASSO—Least Absolute Shrinkage and Selection Operator

Last post by tclark « Mon Jul 21, 2025 12:37 pm
Posted in Examples and Sample Code
Replies: 3
by TomDoan » Mon Nov 04, 2024 7:55 am » in Examples and Sample Code

3 Replies

46859 Views

Last post by tclark
Mon Jul 21, 2025 12:37 pm
New post Peersman JAE 2005—Comparison of different VAR approaches

Last post by TomDoan « Mon Jul 21, 2025 9:45 am
Posted in Examples and Sample Code

by TomDoan » Mon Jul 21, 2025 9:45 am » in Examples and Sample Code

0 Replies

26840 Views

Last post by TomDoan
Mon Jul 21, 2025 9:45 am
New post IMPACTSIGNFLIP—Procedure for standardizing impact signs

Last post by TomDoan « Mon Jul 21, 2025 9:33 am
Posted in RATS Procedures

by TomDoan » Wed Nov 01, 2017 1:26 pm » in RATS Procedures

0 Replies

34738 Views

Last post by TomDoan
Mon Jul 21, 2025 9:33 am
New post FORCEDFACTOR—Creating a factor matrix with known form

Last post by TomDoan « Mon Jul 21, 2025 9:32 am
Posted in RATS Procedures

by TomDoan » Mon Jul 21, 2025 9:32 am » in RATS Procedures

0 Replies

27599 Views

Last post by TomDoan
Mon Jul 21, 2025 9:32 am
New post MCSIGNRESTRICT—Monte Carlo for Sign Restrictions

Last post by TomDoan « Mon Jul 21, 2025 9:14 am
Posted in RATS Procedures

by TomDoan » Mon Jan 06, 2025 3:47 pm » in RATS Procedures

0 Replies

38719 Views

Last post by TomDoan
Mon Jul 21, 2025 9:14 am
New post REPORTMATRIX—Use of REPORT for a cross table of statistics

Last post by TomDoan « Thu Jun 26, 2025 7:55 pm
Posted in Examples and Sample Code

by TomDoan » Thu Jun 26, 2025 7:55 pm » in Examples and Sample Code

0 Replies

88053 Views

Last post by TomDoan
Thu Jun 26, 2025 7:55 pm
New post INCLANTIAO—ICSS Examination of Variance Breaks

Last post by TomDoan « Thu Jun 26, 2025 7:48 pm
Posted in Examples and Sample Code

by TomDoan » Thu Jun 26, 2025 7:48 pm » in Examples and Sample Code

0 Replies

39514 Views

Last post by TomDoan
Thu Jun 26, 2025 7:48 pm

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