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New post Model of the US Economy: CointegratedVARModelHandbook

Last post by ac_1 « Tue Sep 17, 2024 2:14 am
Posted in VARs (Vector Autoregression Models)

by ac_1 » Tue Sep 17, 2024 2:14 am » in VARs (Vector Autoregression Models)

0 Replies

11 Views

Last post by ac_1
Tue Sep 17, 2024 2:14 am
New post Position of keys in my SPGRAPH

Last post by TomDoan « Fri Sep 13, 2024 9:32 pm
Posted in Graphics, Reports, and Other Output
Replies: 1
by msrahman » Thu Sep 12, 2024 12:06 pm » in Graphics, Reports, and Other Output

1 Replies

74 Views

Last post by TomDoan
Fri Sep 13, 2024 9:32 pm
New post HAMILTON—Hamilton MS Autoregression

Last post by TomDoan « Sun Sep 08, 2024 10:13 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 08, 2024 10:13 am » in Examples and Sample Code

0 Replies

50 Views

Last post by TomDoan
Sun Sep 08, 2024 10:13 am
New post GIV—Generalized Instrumental Variables

Last post by TomDoan « Sun Sep 08, 2024 10:08 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 08, 2024 10:08 am » in Examples and Sample Code

0 Replies

44 Views

Last post by TomDoan
Sun Sep 08, 2024 10:08 am
New post GIV—Generalized Instrumental Variables

Last post by TomDoan « Sun Sep 08, 2024 10:08 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 08, 2024 10:08 am » in Examples and Sample Code

0 Replies

43 Views

Last post by TomDoan
Sun Sep 08, 2024 10:08 am
New post GIBBSPROBITDYNAMIC—Gibbs Sampling for Dynamic Probit

Last post by TomDoan « Sun Sep 08, 2024 10:04 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 16, 2012 10:55 am » in Examples and Sample Code

0 Replies

3733 Views

Last post by TomDoan
Sun Sep 08, 2024 10:04 am
New post UV garch model forecasts

Last post by ac_1 « Mon Sep 02, 2024 12:07 am
Posted in ARCH and GARCH Models
Replies: 84
by ac_1 » Sat Aug 26, 2023 11:55 am » in ARCH and GARCH Models
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84 Replies

148089 Views

Last post by ac_1
Mon Sep 02, 2024 12:07 am
New post p-values of Correlation Matrix

Last post by bok1234 « Thu Aug 29, 2024 9:27 am
Posted in Other RATS Usage Questions
Replies: 7
by bok1234 » Tue Aug 27, 2024 2:21 am » in Other RATS Usage Questions

7 Replies

524 Views

Last post by bok1234
Thu Aug 29, 2024 9:27 am
New post Theoretical moment question

Last post by TomDoan « Tue Aug 27, 2024 10:09 am
Posted in Other Time Series Analysis
Replies: 6
by ac_1 » Mon Aug 26, 2024 4:22 am » in Other Time Series Analysis

6 Replies

178 Views

Last post by TomDoan
Tue Aug 27, 2024 10:09 am
New post Jorda(2005)—Local Projection Impulse Responses

Last post by TR2018 « Tue Aug 27, 2024 5:35 am
Posted in Examples and Sample Code
Replies: 12
by TomDoan » Mon Jul 23, 2018 3:12 pm » in Examples and Sample Code

12 Replies

36756 Views

Last post by TR2018
Tue Aug 27, 2024 5:35 am
New post Simulate from an ARIMA Model with constant in differenced-form

Last post by TomDoan « Mon Aug 26, 2024 3:17 pm
Posted in Other Time Series Analysis
Replies: 3
by ac_1 » Mon Aug 26, 2024 4:19 am » in Other Time Series Analysis

3 Replies

97 Views

Last post by TomDoan
Mon Aug 26, 2024 3:17 pm
New post Hamilton ML Estimation error

Last post by TomDoan « Tue Aug 20, 2024 11:08 am
Posted in Structural Breaks and Switching Models
Replies: 5
by Diego » Tue Aug 13, 2024 9:08 pm » in Structural Breaks and Switching Models

5 Replies

232 Views

Last post by TomDoan
Tue Aug 20, 2024 11:08 am
New post cointegrating nonlinear ARDL

Last post by Hshadmani « Mon Aug 19, 2024 4:30 pm
Posted in Looking for Code?
Replies: 10
by Ozmando » Wed Jul 18, 2012 4:57 am » in Looking for Code?

10 Replies

33400 Views

Last post by Hshadmani
Mon Aug 19, 2024 4:30 pm
New post GARCHVIRFDiag—VIRF's for GARCH with CC/DCC

Last post by TomDoan « Tue Aug 13, 2024 9:38 am
Posted in Examples and Sample Code

by TomDoan » Tue Dec 13, 2016 1:30 pm » in Examples and Sample Code

0 Replies

4339 Views

Last post by TomDoan
Tue Aug 13, 2024 9:38 am
New post GARCHUVFLEX—GARCH Model with non-standard densities

Last post by TomDoan « Tue Aug 13, 2024 9:34 am
Posted in Examples and Sample Code

by TomDoan » Sun Oct 08, 2023 4:34 pm » in Examples and Sample Code

0 Replies

15914 Views

Last post by TomDoan
Tue Aug 13, 2024 9:34 am
New post GARCHSEMIPARAM—Semi-parametric GARCH estimation

Last post by TomDoan « Tue Aug 13, 2024 9:33 am
Posted in Examples and Sample Code

by TomDoan » Wed Sep 05, 2012 12:33 pm » in Examples and Sample Code

0 Replies

3382 Views

Last post by TomDoan
Tue Aug 13, 2024 9:33 am
New post GARCHMVDCCGIBBS—DCC GARCH Model with Metropolis-Hastings

Last post by TomDoan « Tue Aug 13, 2024 9:29 am
Posted in Examples and Sample Code
Replies: 2
by TomDoan » Tue Aug 28, 2012 4:21 pm » in Examples and Sample Code

2 Replies

9060 Views

Last post by TomDoan
Tue Aug 13, 2024 9:29 am
New post GARCHMVBOOTSTRAP—Multivariate GARCH bootstrapping

Last post by TomDoan « Tue Aug 13, 2024 9:12 am
Posted in Examples and Sample Code

by TomDoan » Wed Sep 05, 2012 12:14 pm » in Examples and Sample Code

0 Replies

4535 Views

Last post by TomDoan
Tue Aug 13, 2024 9:12 am
New post GARCHM_UV_DUMMY—GARCH-M Model with Dummy Shifts

Last post by TomDoan « Tue Aug 13, 2024 8:59 am
Posted in Examples and Sample Code

by TomDoan » Mon Jun 26, 2017 12:16 pm » in Examples and Sample Code

0 Replies

3906 Views

Last post by TomDoan
Tue Aug 13, 2024 8:59 am
New post GARCHFLUX—Fluctuations test for GARCH model

Last post by TomDoan « Tue Aug 13, 2024 8:56 am
Posted in Examples and Sample Code

by TomDoan » Sun Oct 08, 2023 4:27 pm » in Examples and Sample Code

0 Replies

8769 Views

Last post by TomDoan
Tue Aug 13, 2024 8:56 am
New post GARCHDECO—Dynamic Equicorrelation (DECO)

Last post by TomDoan « Tue Aug 13, 2024 8:55 am
Posted in Examples and Sample Code
Replies: 8
by TomDoan » Wed Feb 10, 2010 12:21 pm » in Examples and Sample Code

8 Replies

42270 Views

Last post by TomDoan
Tue Aug 13, 2024 8:55 am
New post GARCHBOOT—Bootstrap for univariate GARCH model

Last post by TomDoan « Tue Aug 13, 2024 8:48 am
Posted in Examples and Sample Code

by TomDoan » Sun Oct 08, 2023 10:24 am » in Examples and Sample Code

0 Replies

6739 Views

Last post by TomDoan
Tue Aug 13, 2024 8:48 am
New post GARCHBACKTEST—Rolling GARCH Estimation

Last post by TomDoan « Tue Aug 13, 2024 8:47 am
Posted in Examples and Sample Code

by TomDoan » Wed Sep 03, 2014 5:10 pm » in Examples and Sample Code

0 Replies

8639 Views

Last post by TomDoan
Tue Aug 13, 2024 8:47 am
New post How can SSF model estimation be considered successful?

Last post by TomDoan « Sun Aug 04, 2024 4:47 pm
Posted in State Space Models/DSGE
Replies: 1
by hardmann » Sat Aug 03, 2024 8:19 am » in State Space Models/DSGE

1 Replies

470 Views

Last post by TomDoan
Sun Aug 04, 2024 4:47 pm
New post Wada and Perron (2005)

Last post by TomDoan « Fri Aug 02, 2024 6:22 pm
Posted in Looking for Code?
Replies: 1
by injectors » Thu Aug 01, 2024 8:38 pm » in Looking for Code?

1 Replies

299 Views

Last post by TomDoan
Fri Aug 02, 2024 6:22 pm

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