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New post BIVARIATEHP—Bivariate Hodrick-Prescott filter

Last post by TomDoan « Sun Apr 28, 2024 10:23 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 28, 2024 10:23 am » in Examples and Sample Code

0 Replies

1178 Views

Last post by TomDoan
Sun Apr 28, 2024 10:23 am
New post BOOTSPECTRUM—Bootstrap confidence bands for spectrum

Last post by TomDoan « Sun Apr 28, 2024 10:14 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 28, 2024 10:14 am » in Examples and Sample Code

0 Replies

1151 Views

Last post by TomDoan
Sun Apr 28, 2024 10:14 am
New post BOOTFGLS—Bootstrap feasible GLS estimates

Last post by TomDoan « Sun Apr 28, 2024 10:10 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 28, 2024 10:10 am » in Examples and Sample Code

0 Replies

1072 Views

Last post by TomDoan
Sun Apr 28, 2024 10:10 am
New post BOOTARMA—Parametric bootstrap for ARMA model

Last post by TomDoan « Sun Apr 28, 2024 10:05 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 28, 2024 10:05 am » in Examples and Sample Code

0 Replies

1022 Views

Last post by TomDoan
Sun Apr 28, 2024 10:05 am
New post BONDS—Yield curve from bond prices

Last post by TomDoan « Sun Apr 28, 2024 10:01 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 28, 2024 10:01 am » in Examples and Sample Code

0 Replies

1038 Views

Last post by TomDoan
Sun Apr 28, 2024 10:01 am
New post BETAS—Compute betas for many portfolios

Last post by TomDoan « Sun Apr 28, 2024 9:56 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 28, 2024 9:56 am » in Examples and Sample Code

0 Replies

964 Views

Last post by TomDoan
Sun Apr 28, 2024 9:56 am
New post Simulate a VAR process

Last post by TomDoan « Wed Apr 24, 2024 7:13 am
Posted in VARs (Vector Autoregression Models)
Replies: 19
by ac_1 » Thu Mar 28, 2024 2:39 pm » in VARs (Vector Autoregression Models)
1

2
19 Replies

160149 Views

Last post by TomDoan
Wed Apr 24, 2024 7:13 am
New post Restrict/Constrain coeffcients in a VAR/VECM

Last post by TomDoan « Wed Apr 24, 2024 6:50 am
Posted in VARs (Vector Autoregression Models)
Replies: 3
by ac_1 » Tue Apr 16, 2024 3:23 am » in VARs (Vector Autoregression Models)

3 Replies

33195 Views

Last post by TomDoan
Wed Apr 24, 2024 6:50 am
New post BONDSPLINE—Cublic Spline for Bond Yields

Last post by TomDoan « Tue Apr 23, 2024 8:59 am
Posted in Examples and Sample Code

by TomDoan » Fri Sep 23, 2011 12:13 pm » in Examples and Sample Code

0 Replies

4999 Views

Last post by TomDoan
Tue Apr 23, 2024 8:59 am
New post BOXCOX—Estimate of regression with Box-Cox transformation

Last post by TomDoan « Tue Apr 23, 2024 8:54 am
Posted in Examples and Sample Code

by TomDoan » Sun Oct 08, 2023 10:31 am » in Examples and Sample Code

0 Replies

7764 Views

Last post by TomDoan
Tue Apr 23, 2024 8:54 am
New post BOOTVECM—Parametric bootstrapping of VECM

Last post by TomDoan « Tue Apr 23, 2024 8:54 am
Posted in Examples and Sample Code

by TomDoan » Wed Nov 02, 2016 10:59 am » in Examples and Sample Code

0 Replies

4943 Views

Last post by TomDoan
Tue Apr 23, 2024 8:54 am
New post STRUCTRESIDS—Structural Innovations

Last post by TomDoan « Sun Apr 14, 2024 6:34 pm
Posted in RATS Procedures
Replies: 2
by TomDoan » Thu Jun 07, 2007 3:31 pm » in RATS Procedures

2 Replies

43392 Views

Last post by TomDoan
Sun Apr 14, 2024 6:34 pm
New post ARIMA—Selection, estimation, forecasting for ARIMA model

Last post by TomDoan « Sun Apr 14, 2024 9:14 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 14, 2024 9:14 am » in Examples and Sample Code

0 Replies

4072 Views

Last post by TomDoan
Sun Apr 14, 2024 9:14 am
New post ARELLANO—Arellano-Bond estimator for dynamic panel

Last post by TomDoan « Sun Apr 14, 2024 9:10 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 14, 2024 9:10 am » in Examples and Sample Code

0 Replies

3815 Views

Last post by TomDoan
Sun Apr 14, 2024 9:10 am
New post AR1—Estimation of a linear model with AR1 errors

Last post by TomDoan « Sun Apr 14, 2024 9:06 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 14, 2024 9:06 am » in Examples and Sample Code

0 Replies

3824 Views

Last post by TomDoan
Sun Apr 14, 2024 9:06 am
New post ARMAGIBBS—Bayesian analysis of an ARMA Model

Last post by TomDoan « Sun Apr 14, 2024 9:02 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 16, 2012 11:25 am » in Examples and Sample Code

0 Replies

7234 Views

Last post by TomDoan
Sun Apr 14, 2024 9:02 am
New post AUTOBOX—Automatic model selection for ARIMA model

Last post by TomDoan « Sun Apr 14, 2024 8:55 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 14, 2024 8:55 am » in Examples and Sample Code

0 Replies

3838 Views

Last post by TomDoan
Sun Apr 14, 2024 8:55 am
New post ARGARCHSIM—Simulation of an AR mean/GARCH error process

Last post by TomDoan « Sun Apr 14, 2024 8:51 am
Posted in Examples and Sample Code

by TomDoan » Mon Jun 26, 2017 11:16 am » in Examples and Sample Code

0 Replies

7396 Views

Last post by TomDoan
Sun Apr 14, 2024 8:51 am
New post AKAIKE—Use of information criteria

Last post by TomDoan « Sun Apr 14, 2024 8:42 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 14, 2024 8:42 am » in Examples and Sample Code

0 Replies

3636 Views

Last post by TomDoan
Sun Apr 14, 2024 8:42 am
New post ADAPTIVE—Adaptive Kernel Estimator for LS Covmat

Last post by TomDoan « Sun Apr 14, 2024 8:38 am
Posted in Examples and Sample Code

by TomDoan » Sun Apr 14, 2024 8:38 am » in Examples and Sample Code

0 Replies

3656 Views

Last post by TomDoan
Sun Apr 14, 2024 8:38 am
New post Request Multivariate REGCRITS.SRC

Last post by TomDoan « Fri Apr 05, 2024 8:49 am
Posted in RATS Procedures
Replies: 10
by ac_1 » Tue Apr 02, 2024 10:15 am » in RATS Procedures

10 Replies

64567 Views

Last post by TomDoan
Fri Apr 05, 2024 8:49 am
New post Recursive VECM - Johansen ML technique

Last post by TomDoan « Fri Apr 05, 2024 7:55 am
Posted in VARs (Vector Autoregression Models)
Replies: 56
by ac_1 » Sun Feb 06, 2022 3:45 am » in VARs (Vector Autoregression Models)
1

2

3

4
56 Replies

7524403 Views

Last post by TomDoan
Fri Apr 05, 2024 7:55 am
New post REGACTFIT—Actual/fitted graph for regression

Last post by TomDoan « Thu Apr 04, 2024 8:51 am
Posted in RATS Procedures

by TomDoan » Thu Apr 04, 2024 8:51 am » in RATS Procedures

0 Replies

55887 Views

Last post by TomDoan
Thu Apr 04, 2024 8:51 am
New post REGCRITS—Compute/display information criteria

Last post by TomDoan « Thu Apr 04, 2024 7:24 am
Posted in RATS Procedures

by TomDoan » Thu Apr 04, 2024 7:24 am » in RATS Procedures

0 Replies

54856 Views

Last post by TomDoan
Thu Apr 04, 2024 7:24 am
New post VAR Forecast from Difference to Levels

Last post by ac_1 « Fri Mar 22, 2024 3:00 am
Posted in VARs (Vector Autoregression Models)
Replies: 18
by rmvoller » Thu Dec 27, 2012 5:00 pm » in VARs (Vector Autoregression Models)
1

2
18 Replies

134317 Views

Last post by ac_1
Fri Mar 22, 2024 3:00 am

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