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New post MSVARIANCES—Markov Switching Variance Model

Last post by TomDoan « Mon Oct 07, 2024 9:59 am
Posted in Examples and Sample Code

by TomDoan » Mon Jun 26, 2017 12:56 pm » in Examples and Sample Code

0 Replies

23006 Views

Last post by TomDoan
Mon Oct 07, 2024 9:59 am
New post MONTEVECM—Monte Carlo integration of VECM

Last post by TomDoan « Mon Oct 07, 2024 9:58 am
Posted in Examples and Sample Code

by TomDoan » Mon Jun 26, 2017 11:04 am » in Examples and Sample Code

0 Replies

21895 Views

Last post by TomDoan
Mon Oct 07, 2024 9:58 am
New post MONTESVAR—Structural VAR MC by Importance Sampling

Last post by TomDoan « Mon Oct 07, 2024 9:56 am
Posted in Examples and Sample Code

by TomDoan » Mon Oct 07, 2024 9:56 am » in Examples and Sample Code

0 Replies

60 Views

Last post by TomDoan
Mon Oct 07, 2024 9:56 am
New post MONTESVAR_MH—Monte Carlo Integration of SVAR using RW M-H

Last post by TomDoan « Mon Oct 07, 2024 9:46 am
Posted in Examples and Sample Code
Replies: 2
by TomDoan » Sun Oct 08, 2023 9:44 pm » in Examples and Sample Code

2 Replies

16698 Views

Last post by TomDoan
Mon Oct 07, 2024 9:46 am
New post MONTESUR.RPF—Gibbs Sampling for near-VAR

Last post by TomDoan « Mon Oct 07, 2024 9:45 am
Posted in Examples and Sample Code
Replies: 2
by TomDoan » Mon Jun 07, 2010 10:44 pm » in Examples and Sample Code

2 Replies

8034 Views

Last post by TomDoan
Mon Oct 07, 2024 9:45 am
New post MONTEEXOGVAR.RPF example

Last post by TomDoan « Mon Oct 07, 2024 9:41 am
Posted in Examples and Sample Code

by TomDoan » Thu Jun 02, 2016 11:45 am » in Examples and Sample Code

0 Replies

6447 Views

Last post by TomDoan
Mon Oct 07, 2024 9:41 am
New post MONTEARCH—Monte Carlo analysis of test for ARCH

Last post by TomDoan « Mon Oct 07, 2024 9:40 am
Posted in Examples and Sample Code

by TomDoan » Fri Aug 02, 2024 11:31 am » in Examples and Sample Code

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152 Views

Last post by TomDoan
Mon Oct 07, 2024 9:40 am
New post MIXTURE—Estimation of "mixture" model

Last post by TomDoan « Mon Oct 07, 2024 9:39 am
Posted in Examples and Sample Code

by TomDoan » Mon Oct 07, 2024 9:39 am » in Examples and Sample Code

0 Replies

23 Views

Last post by TomDoan
Mon Oct 07, 2024 9:39 am
New post MCPRICEEUROPE—Monte Carlo calculation of option price

Last post by TomDoan « Mon Oct 07, 2024 9:36 am
Posted in Examples and Sample Code

by TomDoan » Mon Oct 07, 2024 9:36 am » in Examples and Sample Code

0 Replies

21 Views

Last post by TomDoan
Mon Oct 07, 2024 9:36 am
New post LOWESS—Non-Parametric Regression

Last post by TomDoan « Sat Oct 05, 2024 4:02 pm
Posted in Examples and Sample Code

by TomDoan » Sat Oct 05, 2024 4:02 pm » in Examples and Sample Code

0 Replies

29 Views

Last post by TomDoan
Sat Oct 05, 2024 4:02 pm
New post LISTEXAMPLE—Example of LIST data type

Last post by TomDoan « Sat Oct 05, 2024 3:59 pm
Posted in Examples and Sample Code

by TomDoan » Sat Oct 05, 2024 3:59 pm » in Examples and Sample Code

0 Replies

34 Views

Last post by TomDoan
Sat Oct 05, 2024 3:59 pm
New post KLEIN—Two Stage Least Squares

Last post by TomDoan « Sat Oct 05, 2024 3:56 pm
Posted in Examples and Sample Code

by TomDoan » Sat Oct 05, 2024 3:56 pm » in Examples and Sample Code

0 Replies

37 Views

Last post by TomDoan
Sat Oct 05, 2024 3:56 pm
New post Model of the US Economy: CointegratedVARModelHandbook

Last post by TomDoan « Mon Sep 30, 2024 9:20 am
Posted in VARs (Vector Autoregression Models)
Replies: 10
by ac_1 » Tue Sep 17, 2024 2:14 am » in VARs (Vector Autoregression Models)

10 Replies

404 Views

Last post by TomDoan
Mon Sep 30, 2024 9:20 am
New post nowcasting inflation， Knotek and Zaman (2017,2024)

Last post by TomDoan « Thu Sep 26, 2024 6:15 pm
Posted in Looking for Code?
Replies: 1
by hardmann » Thu Sep 26, 2024 9:12 am » in Looking for Code?

1 Replies

200 Views

Last post by TomDoan
Thu Sep 26, 2024 6:15 pm
New post INTERVENTION—Interventional Analysis

Last post by TomDoan « Wed Sep 25, 2024 3:11 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 3:11 pm » in Examples and Sample Code

0 Replies

61 Views

Last post by TomDoan
Wed Sep 25, 2024 3:11 pm
New post INSTRUMENT—Estimation by 2SLS

Last post by TomDoan « Wed Sep 25, 2024 3:08 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 3:08 pm » in Examples and Sample Code

0 Replies

56 Views

Last post by TomDoan
Wed Sep 25, 2024 3:08 pm
New post IMPULSES—Graphing Impulse Responses

Last post by TomDoan « Wed Sep 25, 2024 3:05 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 3:05 pm » in Examples and Sample Code

0 Replies

65 Views

Last post by TomDoan
Wed Sep 25, 2024 3:05 pm
New post INFLUNEM—Repetitive Generation of Graphs

Last post by TomDoan « Wed Sep 25, 2024 3:02 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 3:02 pm » in Examples and Sample Code

0 Replies

60 Views

Last post by TomDoan
Wed Sep 25, 2024 3:02 pm
New post HASBROUCK—Long-run Decomposition of Variance

Last post by TomDoan « Wed Sep 25, 2024 2:59 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 2:59 pm » in Examples and Sample Code

0 Replies

62 Views

Last post by TomDoan
Wed Sep 25, 2024 2:59 pm
New post HANSEN—Specification Tests in 2SLS

Last post by TomDoan « Wed Sep 25, 2024 2:56 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 2:56 pm » in Examples and Sample Code

0 Replies

57 Views

Last post by TomDoan
Wed Sep 25, 2024 2:56 pm
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

307 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

107 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

81 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

78 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

3761 Views

Last post by TomDoan
Sun Sep 08, 2024 10:04 am

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