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New post DLMIRF—impulse responses in a state space model

Last post by TomDoan « Wed Apr 11, 2018 12:29 pm
Posted in RATS Procedures

by TomDoan » Sat Mar 21, 2015 7:37 pm » in RATS Procedures

0 Replies

5931 Views

Last post by TomDoan
Wed Apr 11, 2018 12:29 pm
New post CFFilter—Christiano-Fitzgerald Filter

Last post by TomDoan « Wed Apr 11, 2018 12:27 pm
Posted in RATS Procedures
Replies: 2
by TomDoan » Tue Jun 16, 2009 6:35 pm » in RATS Procedures

2 Replies

9430 Views

Last post by TomDoan
Wed Apr 11, 2018 12:27 pm
New post Koutmos JBFA 1996 Multivariate EGARCH

Last post by sultan[] « Tue Apr 10, 2018 8:48 am
Posted in Examples and Sample Code
Replies: 56
by TomDoan » Wed Oct 09, 2013 3:02 pm » in Examples and Sample Code
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56 Replies

70825 Views

Last post by sultan[]
Tue Apr 10, 2018 8:48 am
New post BQDoDraws—Procedure for MC draws from Blanchard-Quah

Last post by TomDoan « Wed Apr 04, 2018 11:52 am
Posted in RATS Procedures

by TomDoan » Fri Jul 17, 2009 3:17 pm » in RATS Procedures

0 Replies

6560 Views

Last post by TomDoan
Wed Apr 04, 2018 11:52 am
New post GREGORYHANSEN—cointegration test with breaks

Last post by TomDoan « Wed Apr 04, 2018 11:42 am
Posted in RATS Procedures
Replies: 16
by TomDoan » Sun Jul 03, 2011 12:00 am » in RATS Procedures
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16 Replies

45734 Views

Last post by TomDoan
Wed Apr 04, 2018 11:42 am
New post VAR of TBEKK Model

Last post by Zankawa « Wed Apr 04, 2018 11:27 am
Posted in ARCH and GARCH Models
Replies: 6
by Zankawa » Wed Apr 04, 2018 6:22 am » in ARCH and GARCH Models

6 Replies

11171 Views

Last post by Zankawa
Wed Apr 04, 2018 11:27 am
New post Gali QJE 1992

Last post by TomDoan « Mon Apr 02, 2018 7:56 pm
Posted in Examples and Sample Code

by TomDoan » Mon Jun 29, 2009 11:45 am » in Examples and Sample Code

0 Replies

7342 Views

Last post by TomDoan
Mon Apr 02, 2018 7:56 pm
New post BPPANELTESTS—Breusch-Pagan test for Random Effects

Last post by TomDoan « Mon Apr 02, 2018 7:37 pm
Posted in RATS Procedures

by TomDoan » Mon Apr 11, 2011 3:19 pm » in RATS Procedures

0 Replies

7509 Views

Last post by TomDoan
Mon Apr 02, 2018 7:37 pm
New post bekk parameters

Last post by TomDoan « Mon Apr 02, 2018 1:28 pm
Posted in ARCH and GARCH Models
Replies: 9
by luxu1983 » Sat Oct 02, 2010 4:20 am » in ARCH and GARCH Models

9 Replies

48013 Views

Last post by TomDoan
Mon Apr 02, 2018 1:28 pm
New post Financial Interpretation of insignificant a12, significant b

Last post by humyra « Mon Apr 02, 2018 9:22 am
Posted in ARCH and GARCH Models
Replies: 2
by humyra » Sun Apr 01, 2018 11:30 pm » in ARCH and GARCH Models

2 Replies

6428 Views

Last post by humyra
Mon Apr 02, 2018 9:22 am
New post Diebold and Yilmaz 2012

Last post by TomDoan « Sat Mar 31, 2018 8:28 am
Posted in VARs (Vector Autoregression Models)
Replies: 7
by TomDoan » Fri Dec 08, 2017 8:30 am » in VARs (Vector Autoregression Models)

7 Replies

25577 Views

Last post by TomDoan
Sat Mar 31, 2018 8:28 am
New post GIRF for STR models

Last post by TomDoan « Fri Mar 30, 2018 2:28 pm
Posted in Structural Breaks and Switching Models
Replies: 3
by Estefaniame » Sun Sep 03, 2017 2:42 pm » in Structural Breaks and Switching Models

3 Replies

20975 Views

Last post by TomDoan
Fri Mar 30, 2018 2:28 pm
New post King, Plosser, Stock, Watson (AER 1991)

Last post by TomDoan « Thu Mar 29, 2018 4:25 pm
Posted in Examples and Sample Code

by TomDoan » Thu May 05, 2011 12:13 pm » in Examples and Sample Code

0 Replies

6514 Views

Last post by TomDoan
Thu Mar 29, 2018 4:25 pm
New post Rolling (FMOLS) regressions on a panel dataset

Last post by RomainR « Thu Mar 29, 2018 9:05 am
Posted in Panel Data
Replies: 2
by RomainR » Thu Mar 29, 2018 8:53 am » in Panel Data

2 Replies

43150 Views

Last post by RomainR
Thu Mar 29, 2018 9:05 am
New post GARCH-based approach for measuring abnormal stock returns

Last post by TomDoan « Thu Mar 29, 2018 6:43 am
Posted in ARCH and GARCH Models
Replies: 1
by James82 » Thu Mar 29, 2018 5:52 am » in ARCH and GARCH Models

1 Replies

5922 Views

Last post by TomDoan
Thu Mar 29, 2018 6:43 am
New post Short-and-long run restrictions with VECM

Last post by TomDoan « Wed Mar 28, 2018 11:12 pm
Posted in VARs (Vector Autoregression Models)
Replies: 21
by TomDoan » Wed Jun 16, 2010 5:38 pm » in VARs (Vector Autoregression Models)
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21 Replies

44453 Views

Last post by TomDoan
Wed Mar 28, 2018 11:12 pm
New post Enhanced Meta File (EMF)

Last post by TomDoan « Wed Mar 28, 2018 11:07 pm
Posted in Suggestion Box
Replies: 1
by Jules89 » Sun Jan 21, 2018 5:50 am » in Suggestion Box

1 Replies

44899 Views

Last post by TomDoan
Wed Mar 28, 2018 11:07 pm
New post Panel Threshold Models with Endogeneity

Last post by alexecon « Wed Mar 28, 2018 6:18 am
Posted in Looking for Code?

by alexecon » Wed Mar 28, 2018 6:18 am » in Looking for Code?

0 Replies

6202 Views

Last post by alexecon
Wed Mar 28, 2018 6:18 am
New post Confidence Interval Data of VAR model

Last post by TomDoan « Tue Mar 27, 2018 12:48 pm
Posted in VARs (Vector Autoregression Models)
Replies: 6
by bok1234 » Wed Nov 09, 2016 9:54 pm » in VARs (Vector Autoregression Models)

6 Replies

11783 Views

Last post by TomDoan
Tue Mar 27, 2018 12:48 pm
New post Ang and Piazzesi (2013) or Hamilton and Wu (2014)

Last post by IRJ « Sat Mar 24, 2018 9:31 am
Posted in Looking for Code?

by IRJ » Sat Mar 24, 2018 9:31 am » in Looking for Code?

0 Replies

5592 Views

Last post by IRJ
Sat Mar 24, 2018 9:31 am
New post Fit VAR from CATS

Last post by TomDoan « Tue Mar 20, 2018 4:30 pm
Posted in CATS Questions
Replies: 2
by BinhPham » Mon Mar 19, 2018 8:15 pm » in CATS Questions

2 Replies

42964 Views

Last post by TomDoan
Tue Mar 20, 2018 4:30 pm
New post Error Bands on IRFs in TVAR

Last post by TomDoan « Thu Mar 15, 2018 12:37 pm
Posted in Structural Breaks and Switching Models
Replies: 20
by Jules89 » Sun Sep 03, 2017 6:50 am » in Structural Breaks and Switching Models
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2
20 Replies

58131 Views

Last post by TomDoan
Thu Mar 15, 2018 12:37 pm
New post Support Vector Regression

Last post by PeterF « Tue Mar 13, 2018 12:08 pm
Posted in Looking for Code?

by PeterF » Tue Mar 13, 2018 12:08 pm » in Looking for Code?

0 Replies

5212 Views

Last post by PeterF
Tue Mar 13, 2018 12:08 pm
New post Panel VAR

Last post by TomDoan « Thu Mar 01, 2018 11:54 am
Posted in Panel Data
Replies: 1
by luching » Thu Mar 01, 2018 10:17 am » in Panel Data

1 Replies

42748 Views

Last post by TomDoan
Thu Mar 01, 2018 11:54 am
New post Balcilar, Gupta and Miller, EE 2015

Last post by TomDoan « Thu Mar 01, 2018 9:19 am
Posted in Examples and Sample Code
Replies: 36
by TomDoan » Wed Dec 02, 2015 9:01 pm » in Examples and Sample Code
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2

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36 Replies

77422 Views

Last post by TomDoan
Thu Mar 01, 2018 9:19 am

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