State Space Models/DSGE

New Topic

Mark topics read • 167 topics

Page 3 of 7
- Jump to page:
Previous
1
2
3
4
5
…
7
Next

Announcements

Replies

Views

Last post

RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
Posted in Forum Announcements

by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

0 Replies

1393986 Views

Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
RATS 11: 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

1344459 Views

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

Topics

Replies

Views

Last post

Dynamic Factors and Asset Pricing (He,Huh, and Lee, 2010)

Last post by fan « Sun Nov 06, 2016 8:46 pm
Replies: 20
by fan » Thu Mar 13, 2014 12:09 am
1

2
20 Replies

81292 Views

Last post by fan
Sun Nov 06, 2016 8:46 pm
Time-Varying parameters in SSM

Last post by TomDoan « Wed Oct 05, 2016 3:21 pm
Replies: 10
by fioramanti » Mon Sep 05, 2016 4:40 am

10 Replies

16092 Views

Last post by TomDoan
Wed Oct 05, 2016 3:21 pm
UCM trend cycle decomposition

Last post by TomDoan « Tue Aug 16, 2016 7:50 am
Replies: 7
by mob7 » Fri Aug 12, 2016 6:39 pm

7 Replies

10953 Views

Last post by TomDoan
Tue Aug 16, 2016 7:50 am
time varying linear regression

Last post by pls « Sat Apr 30, 2016 2:05 am
Replies: 4
by pls » Fri May 09, 2014 10:26 am

4 Replies

10471 Views

Last post by pls
Sat Apr 30, 2016 2:05 am
endogenous regressors

Last post by pls « Wed Apr 27, 2016 11:04 am

by pls » Wed Apr 27, 2016 11:04 am

0 Replies

5246 Views

Last post by pls
Wed Apr 27, 2016 11:04 am
Stock Watson Example

Last post by TomDoan « Tue Apr 26, 2016 4:08 pm
Replies: 12
by timduy » Thu Apr 21, 2016 1:04 pm

12 Replies

15436 Views

Last post by TomDoan
Tue Apr 26, 2016 4:08 pm
Multivariate Trend-Cycle Model

Last post by TomDoan « Tue Apr 26, 2016 3:22 pm
Replies: 13
by luching » Fri Jun 13, 2014 7:53 pm

13 Replies

16594 Views

Last post by TomDoan
Tue Apr 26, 2016 3:22 pm
State space models with constraints

Last post by TomDoan « Wed Mar 02, 2016 9:05 am
Replies: 1
by fructuoso » Wed Mar 02, 2016 4:57 am

1 Replies

6956 Views

Last post by TomDoan
Wed Mar 02, 2016 9:05 am
DLM for UCM-NAWRU

Last post by fioramanti « Mon Feb 22, 2016 10:36 am
Replies: 12
by fioramanti » Thu Feb 18, 2016 9:31 am

12 Replies

15362 Views

Last post by fioramanti
Mon Feb 22, 2016 10:36 am
Kishor Koenig Model of Data Revisions

Last post by TomDoan « Tue Feb 09, 2016 9:42 am
Replies: 5
by Rantmurph » Mon Jul 06, 2015 3:12 pm

5 Replies

10022 Views

Last post by TomDoan
Tue Feb 09, 2016 9:42 am
Multivariate Local Level Model

Last post by TomDoan « Fri Jan 15, 2016 7:12 pm
Replies: 1
by Rantmurph » Fri Jan 15, 2016 5:04 pm

1 Replies

5745 Views

Last post by TomDoan
Fri Jan 15, 2016 7:12 pm
a question on seasonally adjusted

Last post by TomDoan « Thu Oct 15, 2015 11:12 am
Replies: 9
by hardmann » Tue May 14, 2013 10:09 am

9 Replies

14498 Views

Last post by TomDoan
Thu Oct 15, 2015 11:12 am
inflation in DSGE

Last post by TomDoan « Sat Sep 19, 2015 11:34 am
Replies: 11
by ecrgap » Thu Jan 14, 2010 2:55 pm

11 Replies

21288 Views

Last post by TomDoan
Sat Sep 19, 2015 11:34 am
dsge state espace

Last post by jocildo_47 « Wed Sep 16, 2015 2:22 pm
Replies: 4
by jocildo_47 » Fri Sep 11, 2015 8:26 am

4 Replies

8625 Views

Last post by jocildo_47
Wed Sep 16, 2015 2:22 pm
Clark (1987) Model sensitivity to sample size

Last post by timduy « Thu Aug 06, 2015 5:28 pm
Replies: 2
by timduy » Thu Aug 06, 2015 4:38 pm

2 Replies

6317 Views

Last post by timduy
Thu Aug 06, 2015 5:28 pm
fiscal policy financial stability

Last post by red2 « Tue Jul 07, 2015 6:57 pm

by red2 » Tue Jul 07, 2015 6:57 pm

0 Replies

5307 Views

Last post by red2
Tue Jul 07, 2015 6:57 pm
Dynamic CAPM with the Gibbs Sampler

Last post by TomDoan « Sun Mar 15, 2015 7:44 am
Replies: 1
by Manty » Fri Mar 13, 2015 11:42 am

1 Replies

5994 Views

Last post by TomDoan
Sun Mar 15, 2015 7:44 am
trend plus stationary cycle model

Last post by TomDoan « Wed Feb 25, 2015 12:05 pm
Replies: 16
by joanm » Wed Dec 17, 2014 10:50 am
1

2
16 Replies

23027 Views

Last post by TomDoan
Wed Feb 25, 2015 12:05 pm
how to assign initial values in state-space model

Last post by TomDoan « Mon Jul 28, 2014 7:38 am
Replies: 3
by fan » Tue Jul 22, 2014 4:18 am

3 Replies

8155 Views

Last post by TomDoan
Mon Jul 28, 2014 7:38 am
negative values for sigmas

Last post by TomDoan « Wed Apr 23, 2014 11:31 am
Replies: 1
by fan » Wed Apr 23, 2014 10:59 am

1 Replies

5483 Views

Last post by TomDoan
Wed Apr 23, 2014 11:31 am
Identification issue in State-Space model

Last post by TomDoan « Tue Apr 22, 2014 8:35 pm
Replies: 21
by fan » Mon Mar 03, 2014 2:45 pm
1

2
21 Replies

26784 Views

Last post by TomDoan
Tue Apr 22, 2014 8:35 pm
Question about out-of-sample forecast in state-space model

Last post by TomDoan « Tue Apr 22, 2014 9:53 am
Replies: 3
by fan » Fri Apr 18, 2014 7:11 pm

3 Replies

6960 Views

Last post by TomDoan
Tue Apr 22, 2014 9:53 am
Ozbek & Ozlale(2005), "Employing the extended Kalman filter

Last post by TomDoan « Mon Apr 07, 2014 11:48 am
Replies: 7
by hardmann » Sat Jul 27, 2013 9:51 pm

7 Replies

11574 Views

Last post by TomDoan
Mon Apr 07, 2014 11:48 am
Mean Reverting Model_Parameter Transformation

Last post by TomDoan « Fri Mar 21, 2014 1:57 pm
Replies: 5
by vtsa » Wed Mar 19, 2014 5:49 am

5 Replies

9041 Views

Last post by TomDoan
Fri Mar 21, 2014 1:57 pm
questions on examples from Kim and Nelson

Last post by fan « Mon Mar 03, 2014 2:50 pm
Replies: 2
by fan » Mon Mar 03, 2014 2:15 pm

2 Replies

6830 Views

Last post by fan
Mon Mar 03, 2014 2:50 pm

New Topic

Mark topics read • 167 topics

Page 3 of 7
- Jump to page:
Previous
1
2
3
4
5
…
7
Next

Return to Board Index

Forum permissions

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum