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New post Nonlinear Time Series and Machine Learning!

Last post by prashantj « Thu Dec 10, 2020 11:47 pm
Posted in Suggestion Box
Replies: 2
by prashantj » Thu Dec 10, 2020 8:53 pm » in Suggestion Box

2 Replies

45539 Views

Last post by prashantj
Thu Dec 10, 2020 11:47 pm
New post AIC on all combinations

Last post by TomDoan « Wed Dec 09, 2020 1:38 pm
Posted in General Econometrics
Replies: 3
by abi » Mon Dec 07, 2020 4:15 pm » in General Econometrics

3 Replies

57920 Views

Last post by TomDoan
Wed Dec 09, 2020 1:38 pm
New post Baruník and Křehlík (2018)

Last post by TomDoan « Mon Dec 07, 2020 12:44 pm
Posted in Looking for Code?
Replies: 1
by mijatovic » Mon Dec 07, 2020 12:27 am » in Looking for Code?

1 Replies

43955 Views

Last post by TomDoan
Mon Dec 07, 2020 12:44 pm
New post ARDL and Bound Test

Last post by abi « Sun Dec 06, 2020 2:22 am
Posted in Looking for Code?
Replies: 1
by menykeko » Thu Apr 21, 2016 9:40 am » in Looking for Code?

1 Replies

46507 Views

Last post by abi
Sun Dec 06, 2020 2:22 am
New post Non Gregorian Calendar

Last post by TomDoan « Sat Dec 05, 2020 1:30 pm
Posted in Data: Reading, Writing, Transforming
Replies: 7
by abi » Mon Nov 30, 2020 4:41 am » in Data: Reading, Writing, Transforming

7 Replies

21704 Views

Last post by TomDoan
Sat Dec 05, 2020 1:30 pm
New post Labels including a space

Last post by PeterF « Thu Dec 03, 2020 7:01 pm
Posted in Data: Reading, Writing, Transforming
Replies: 2
by PeterF » Thu Dec 03, 2020 9:52 am » in Data: Reading, Writing, Transforming

2 Replies

16098 Views

Last post by PeterF
Thu Dec 03, 2020 7:01 pm
New post negative coefficients of ARCH terms in MGARCH-BEKK

Last post by prashantj « Wed Dec 02, 2020 7:26 pm
Posted in ARCH and GARCH Models
Replies: 39
by prashantj » Sat Apr 05, 2014 11:48 pm » in ARCH and GARCH Models
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2

3
39 Replies

62505 Views

Last post by prashantj
Wed Dec 02, 2020 7:26 pm
New post How to Add Vertical Line denotes Certain Date in spgraph

Last post by TomDoan « Tue Dec 01, 2020 8:47 pm
Posted in Graphics, Reports, and Other Output
Replies: 1
by Christy92 » Tue Dec 01, 2020 8:33 pm » in Graphics, Reports, and Other Output

1 Replies

8434 Views

Last post by TomDoan
Tue Dec 01, 2020 8:47 pm
New post Inflation Expectations and Phillips curve

Last post by TomDoan « Fri Nov 27, 2020 11:06 am
Posted in Data: Reading, Writing, Transforming
Replies: 1
by hardmann » Fri Nov 27, 2020 7:12 am » in Data: Reading, Writing, Transforming

1 Replies

15119 Views

Last post by TomDoan
Fri Nov 27, 2020 11:06 am
New post Error bands for over identified SVAR

Last post by AdamElderfield « Wed Nov 25, 2020 4:25 am
Posted in VARs (Vector Autoregression Models)
Replies: 2
by AdamElderfield » Mon Nov 23, 2020 2:26 pm » in VARs (Vector Autoregression Models)

2 Replies

25032 Views

Last post by AdamElderfield
Wed Nov 25, 2020 4:25 am
New post Syntax highlighting

Last post by AdamElderfield « Tue Nov 24, 2020 2:42 am
Posted in Suggestion Box
Replies: 7
by Henrique Andrade » Wed Feb 16, 2011 7:09 pm » in Suggestion Box

7 Replies

74785 Views

Last post by AdamElderfield
Tue Nov 24, 2020 2:42 am
New post Programming Problems with Disaggreate

Last post by TomDoan « Mon Nov 23, 2020 9:45 am
Posted in Help With Programming
Replies: 7
by hardmann » Sat Nov 14, 2020 11:55 am » in Help With Programming

7 Replies

24107 Views

Last post by TomDoan
Mon Nov 23, 2020 9:45 am
New post Near VAR estimation

Last post by AdamElderfield « Sun Nov 22, 2020 1:42 am
Posted in VARs (Vector Autoregression Models)
Replies: 5
by AdamElderfield » Fri Nov 20, 2020 10:32 pm » in VARs (Vector Autoregression Models)

5 Replies

28131 Views

Last post by AdamElderfield
Sun Nov 22, 2020 1:42 am
New post Option g in DLM

Last post by TomDoan « Wed Nov 18, 2020 3:18 pm
Posted in Other RATS Usage Questions
Replies: 1
by hardmann » Mon Nov 16, 2020 9:25 am » in Other RATS Usage Questions

1 Replies

49693 Views

Last post by TomDoan
Wed Nov 18, 2020 3:18 pm
New post ENVIROMENT TRAPERRORS

Last post by Finn Weiss « Wed Nov 18, 2020 7:09 am
Posted in Help With Programming

by Finn Weiss » Wed Nov 18, 2020 7:09 am » in Help With Programming

0 Replies

14973 Views

Last post by Finn Weiss
Wed Nov 18, 2020 7:09 am
New post Regarding standard errors in GIRF for VAR-GARCH model

Last post by TomDoan « Wed Nov 11, 2020 9:58 pm
Posted in ARCH and GARCH Models
Replies: 1
by Owen Wang » Mon Jan 06, 2020 7:25 am » in ARCH and GARCH Models

1 Replies

6987 Views

Last post by TomDoan
Wed Nov 11, 2020 9:58 pm
New post Question on Log-linear Model

Last post by hardmann « Wed Nov 11, 2020 9:13 am
Posted in Data: Reading, Writing, Transforming
Replies: 7
by hardmann » Thu Nov 05, 2020 9:24 pm » in Data: Reading, Writing, Transforming

7 Replies

24528 Views

Last post by hardmann
Wed Nov 11, 2020 9:13 am
New post a question on @DISAGGREGATE

Last post by hardmann « Mon Nov 09, 2020 9:47 am
Posted in RATS Procedures
Replies: 3
by hardmann » Sun Nov 01, 2020 12:26 am » in RATS Procedures

3 Replies

8770 Views

Last post by hardmann
Mon Nov 09, 2020 9:47 am
New post a question on Assignment Operator (=)

Last post by TomDoan « Wed Nov 04, 2020 9:07 pm
Posted in Data: Reading, Writing, Transforming
Replies: 3
by hardmann » Sun Nov 01, 2020 7:07 am » in Data: Reading, Writing, Transforming

3 Replies

9989 Views

Last post by TomDoan
Wed Nov 04, 2020 9:07 pm
New post VAR-GARCH-M GIRF

Last post by TomDoan « Wed Oct 28, 2020 3:26 pm
Posted in ARCH and GARCH Models
Replies: 1
by dcano » Tue Sep 22, 2020 5:42 pm » in ARCH and GARCH Models

1 Replies

6159 Views

Last post by TomDoan
Wed Oct 28, 2020 3:26 pm
New post Short-run relationship

Last post by TomDoan « Fri Oct 09, 2020 12:47 pm
Posted in Panel Data
Replies: 9
by danon » Fri Dec 09, 2016 6:08 am » in Panel Data

9 Replies

74225 Views

Last post by TomDoan
Fri Oct 09, 2020 12:47 pm
New post how to use smpl twice in linreg

Last post by TomDoan « Tue Oct 06, 2020 1:12 pm
Posted in Data: Reading, Writing, Transforming
Replies: 1
by Frank » Tue Oct 06, 2020 1:00 pm » in Data: Reading, Writing, Transforming

1 Replies

6322 Views

Last post by TomDoan
Tue Oct 06, 2020 1:12 pm
New post Read command in Rats 10

Last post by TomDoan « Tue Oct 06, 2020 12:12 pm
Posted in Data: Reading, Writing, Transforming
Replies: 1
by Gilbril » Tue Oct 06, 2020 10:01 am » in Data: Reading, Writing, Transforming

1 Replies

6130 Views

Last post by TomDoan
Tue Oct 06, 2020 12:12 pm
New post ARFIM example from Franses, van Dijk and Opschoor

Last post by PeterF « Tue Sep 29, 2020 12:55 pm
Posted in Examples and Sample Code
Replies: 1
by PeterF » Thu Sep 24, 2020 12:33 pm » in Examples and Sample Code

1 Replies

6837 Views

Last post by PeterF
Tue Sep 29, 2020 12:55 pm
New post GARCH w/ dummy variance

Last post by dcano « Tue Sep 22, 2020 5:36 pm
Posted in ARCH and GARCH Models

by dcano » Tue Sep 22, 2020 5:36 pm » in ARCH and GARCH Models

0 Replies

5513 Views

Last post by dcano
Tue Sep 22, 2020 5:36 pm

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