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New post FRACTINT—Estimation of ARFIMA model

Last post by TomDoan « Wed Jul 31, 2024 12:21 pm
Posted in Examples and Sample Code

by TomDoan » Wed Jul 31, 2024 12:21 pm » in Examples and Sample Code

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806 Views

Last post by TomDoan
Wed Jul 31, 2024 12:21 pm
New post EXPSMOOTH2-Exponential Smoothing

Last post by TomDoan « Wed Jul 31, 2024 7:45 am
Posted in Examples and Sample Code

by TomDoan » Wed Jul 31, 2024 7:45 am » in Examples and Sample Code

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787 Views

Last post by TomDoan
Wed Jul 31, 2024 7:45 am
New post EXPSMOOTH1—Exponential smoothing

Last post by TomDoan « Wed Jul 31, 2024 7:42 am
Posted in Examples and Sample Code

by TomDoan » Wed Jul 31, 2024 7:42 am » in Examples and Sample Code

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787 Views

Last post by TomDoan
Wed Jul 31, 2024 7:42 am
New post EMEXAMPLE—Example of EM Optimization

Last post by TomDoan « Wed Jul 31, 2024 7:36 am
Posted in Examples and Sample Code

by TomDoan » Wed Jul 31, 2024 7:36 am » in Examples and Sample Code

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776 Views

Last post by TomDoan
Wed Jul 31, 2024 7:36 am
New post EHLJME2000—Solution of DSGE Model

Last post by TomDoan « Wed Jul 31, 2024 7:32 am
Posted in Examples and Sample Code

by TomDoan » Wed Jul 31, 2024 7:32 am » in Examples and Sample Code

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760 Views

Last post by TomDoan
Wed Jul 31, 2024 7:32 am
New post EGARCHSIMULATE—Simulation of EGARCH model

Last post by TomDoan « Wed Jul 31, 2024 7:28 am
Posted in Examples and Sample Code

by TomDoan » Sun Oct 08, 2023 11:11 am » in Examples and Sample Code

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9716 Views

Last post by TomDoan
Wed Jul 31, 2024 7:28 am
New post EGARCHBOOTSTRAP—Bootstrapping EGARCH Model

Last post by TomDoan « Wed Jul 31, 2024 7:27 am
Posted in Examples and Sample Code

by TomDoan » Sun Oct 08, 2023 11:08 am » in Examples and Sample Code

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8369 Views

Last post by TomDoan
Wed Jul 31, 2024 7:27 am
New post ECT—Estimation of a VECM

Last post by TomDoan « Wed Jul 31, 2024 7:27 am
Posted in Examples and Sample Code

by TomDoan » Mon Mar 23, 2015 5:00 am » in Examples and Sample Code

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25202 Views

Last post by TomDoan
Wed Jul 31, 2024 7:27 am
New post DSGEKPR—Solution of non-linear DSGE model

Last post by TomDoan « Sat Jul 20, 2024 9:23 am
Posted in Examples and Sample Code

by TomDoan » Sat Jul 20, 2024 9:23 am » in Examples and Sample Code

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758 Views

Last post by TomDoan
Sat Jul 20, 2024 9:23 am
New post DSGEHISTORY—Historical Decomposition for DSGE Model

Last post by TomDoan « Sat Jul 20, 2024 9:20 am
Posted in Examples and Sample Code

by TomDoan » Sun Oct 08, 2023 10:48 am » in Examples and Sample Code

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7682 Views

Last post by TomDoan
Sat Jul 20, 2024 9:20 am
New post DLMIRFEXAMPLE—Impulse Responses in State-Space Model

Last post by TomDoan « Sat Jul 20, 2024 9:18 am
Posted in Examples and Sample Code

by TomDoan » Sat Jul 20, 2024 9:18 am » in Examples and Sample Code

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826 Views

Last post by TomDoan
Sat Jul 20, 2024 9:18 am
New post DLMEXAM4—Conditional simulation of a state-space model

Last post by TomDoan « Sat Jul 20, 2024 9:14 am
Posted in Examples and Sample Code

by TomDoan » Sat Jul 20, 2024 9:14 am » in Examples and Sample Code

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805 Views

Last post by TomDoan
Sat Jul 20, 2024 9:14 am
New post DLMEXAM3—Unconditional simulation of state-space model

Last post by TomDoan « Sat Jul 20, 2024 9:11 am
Posted in Examples and Sample Code

by TomDoan » Sat Jul 20, 2024 9:11 am » in Examples and Sample Code

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762 Views

Last post by TomDoan
Sat Jul 20, 2024 9:11 am
New post DLMEXAM2—Kalman filter, out-of-sample forecasts

Last post by TomDoan « Sat Jul 20, 2024 9:08 am
Posted in Examples and Sample Code

by TomDoan » Sat Jul 20, 2024 9:08 am » in Examples and Sample Code

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832 Views

Last post by TomDoan
Sat Jul 20, 2024 9:08 am
New post DLMEXAM1—Simple example of Kalman smoothing

Last post by TomDoan « Fri Jul 12, 2024 5:25 pm
Posted in Examples and Sample Code

by TomDoan » Fri Jul 12, 2024 5:25 pm » in Examples and Sample Code

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800 Views

Last post by TomDoan
Fri Jul 12, 2024 5:25 pm
New post DISTRIBLAG—Distributed Lag/ARDL Estimation

Last post by TomDoan « Fri Jul 12, 2024 4:45 pm
Posted in Examples and Sample Code

by TomDoan » Fri Jul 12, 2024 4:45 pm » in Examples and Sample Code

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837 Views

Last post by TomDoan
Fri Jul 12, 2024 4:45 pm
New post CUMPDGM—Cumulated Periodogram Test

Last post by TomDoan « Sun Jun 23, 2024 10:02 am
Posted in Examples and Sample Code

by TomDoan » Sun Jun 23, 2024 10:02 am » in Examples and Sample Code

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766 Views

Last post by TomDoan
Sun Jun 23, 2024 10:02 am
New post CONSUMER—Estimation by Multivariate Least Squares

Last post by TomDoan « Sun Jun 23, 2024 9:56 am
Posted in Examples and Sample Code

by TomDoan » Sun Jun 23, 2024 9:56 am » in Examples and Sample Code

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769 Views

Last post by TomDoan
Sun Jun 23, 2024 9:56 am
New post CONDITION—Conditional forecasting

Last post by TomDoan « Sun Jun 23, 2024 9:45 am
Posted in Examples and Sample Code

by TomDoan » Sun Jun 23, 2024 9:45 am » in Examples and Sample Code

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757 Views

Last post by TomDoan
Sun Jun 23, 2024 9:45 am
New post CHANKAROLYI—GMM Estimation of Interest Rate Models

Last post by TomDoan « Sun Jun 23, 2024 9:35 am
Posted in Examples and Sample Code

by TomDoan » Sun Jun 23, 2024 9:35 am » in Examples and Sample Code

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760 Views

Last post by TomDoan
Sun Jun 23, 2024 9:35 am
New post CAUSAL—Tests for Granger/Sims Causality

Last post by TomDoan « Sun Jun 23, 2024 9:31 am
Posted in Examples and Sample Code

by TomDoan » Sun Jun 23, 2024 9:31 am » in Examples and Sample Code

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731 Views

Last post by TomDoan
Sun Jun 23, 2024 9:31 am
New post CANMODEL—Selection of prior for VAR

Last post by TomDoan « Sun Jun 23, 2024 9:25 am
Posted in Examples and Sample Code

by TomDoan » Sun Jun 23, 2024 9:25 am » in Examples and Sample Code

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770 Views

Last post by TomDoan
Sun Jun 23, 2024 9:25 am
New post SVAR-IV

Last post by BinhPham « Sun May 05, 2024 6:55 am
Posted in VARs (Vector Autoregression Models)

by BinhPham » Sun May 05, 2024 6:55 am » in VARs (Vector Autoregression Models)

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1629 Views

Last post by BinhPham
Sun May 05, 2024 6:55 am
New post RATS 10.1: Free Trial Version

Last post by TomDoan « Wed May 01, 2024 11:40 am
Posted in RATS Product Announcements

by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

0 Replies

858023 Views

Last post by TomDoan
Wed May 01, 2024 11:40 am
New post April 2024 Newsletter

Last post by TomDoan « Wed May 01, 2024 11:22 am
Posted in Newsletters

by TomDoan » Wed May 01, 2024 11:22 am » in Newsletters

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2620 Views

Last post by TomDoan
Wed May 01, 2024 11:22 am

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