Structural Breaks and Switching Models

New Topic

Mark topics read • 178 topics

Page 1 of 8
- Jump to page:
1
2
3
4
5
…
8
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

1641801 Views

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

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
Posted in RATS Product Announcements
Replies: 2
by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

2 Replies

1561318 Views

Last post by RK2509
Sun Apr 05, 2026 9:17 pm

Topics

Replies

Views

Last post

ICSS test on standardized GARCH residuals for parameter stability

Last post by TomDoan « Tue Mar 10, 2026 9:34 am
Replies: 1
by jimm306 » Fri Mar 06, 2026 9:01 am

1 Replies

13328 Views

Last post by TomDoan
Tue Mar 10, 2026 9:34 am
Long-run solution of the estimated STAR models

Last post by TomDoan « Wed Nov 05, 2025 8:35 am
Replies: 1
by Brc » Thu Oct 30, 2025 3:55 am

1 Replies

30552 Views

Last post by TomDoan
Wed Nov 05, 2025 8:35 am
A TAR model with three regimes

Last post by TomDoan « Tue Jun 10, 2025 10:46 pm
Replies: 1
by Brc » Wed Jun 04, 2025 3:30 pm

1 Replies

55737 Views

Last post by TomDoan
Tue Jun 10, 2025 10:46 pm
Forecast TAR and AR model

Last post by TomDoan « Thu Jun 05, 2025 1:51 pm
Replies: 1
by Brc » Wed Jun 04, 2025 3:48 pm

1 Replies

37460 Views

Last post by TomDoan
Thu Jun 05, 2025 1:51 pm
About TAR model: Chan's method to select threshold value

Last post by Brc « Wed Jun 04, 2025 1:09 pm
Replies: 4
by Brc » Tue Jun 03, 2025 1:44 pm

4 Replies

40191 Views

Last post by Brc
Wed Jun 04, 2025 1:09 pm
About TAR Model

Last post by TomDoan « Tue Jun 03, 2025 1:41 pm
Replies: 3
by Brc » Mon Jun 02, 2025 6:58 pm

3 Replies

38761 Views

Last post by TomDoan
Tue Jun 03, 2025 1:41 pm
cointegration with 2 structural breaks

Last post by TomDoan « Tue May 13, 2025 12:52 pm
Replies: 19
by chiade » Wed Oct 05, 2011 8:37 am
1

2
19 Replies

251080 Views

Last post by TomDoan
Tue May 13, 2025 12:52 pm
Identifying Break Dates for BEKK Variance Shift Dummies

Last post by TomDoan « Tue May 13, 2025 12:51 pm
Replies: 5
by cmcknigh » Mon Aug 19, 2019 1:13 pm

5 Replies

59374 Views

Last post by TomDoan
Tue May 13, 2025 12:51 pm
Hamilton ML Estimation error

Last post by TomDoan « Tue Aug 20, 2024 11:08 am
Replies: 5
by Diego » Tue Aug 13, 2024 9:08 pm

5 Replies

35081 Views

Last post by TomDoan
Tue Aug 20, 2024 11:08 am
MS-ARDL

Last post by TomDoan « Tue Aug 08, 2023 9:34 am
Replies: 7
by abi » Sun Jul 26, 2020 8:40 am

7 Replies

202058 Views

Last post by TomDoan
Tue Aug 08, 2023 9:34 am
SETAR Model: multi-step-ahead rolling forecasts

Last post by TomDoan « Tue Apr 05, 2022 2:45 pm
Replies: 11
by ac_1 » Sat Feb 06, 2021 5:35 am

11 Replies

74500 Views

Last post by TomDoan
Tue Apr 05, 2022 2:45 pm
How to restrict parameters of smooth transition models

Last post by wenbei « Tue Apr 06, 2021 10:50 am
Replies: 7
by wenbei » Thu Apr 01, 2021 12:51 am

7 Replies

62329 Views

Last post by wenbei
Tue Apr 06, 2021 10:50 am
summarize BETAS coefficients in MS model

Last post by TomDoan « Tue Dec 15, 2020 9:57 am
Replies: 7
by abi » Sat Dec 12, 2020 11:44 am

7 Replies

57037 Views

Last post by TomDoan
Tue Dec 15, 2020 9:57 am
MSVARSETUP / @msvarsetup compile error

Last post by shams11 « Thu Jul 23, 2020 10:16 am
Replies: 16
by shams11 » Thu Jul 09, 2020 6:12 pm
1

2
16 Replies

89694 Views

Last post by shams11
Thu Jul 23, 2020 10:16 am
Markov Switching VECM

Last post by TomDoan « Mon Dec 16, 2019 1:27 pm
Replies: 5
by nacrointfin » Fri Apr 05, 2013 2:52 am

5 Replies

62942 Views

Last post by TomDoan
Mon Dec 16, 2019 1:27 pm
IRF for STAR models

Last post by PedroClavijo « Sat Oct 19, 2019 7:29 pm
Replies: 14
by Javi » Mon Jun 15, 2009 10:28 am

14 Replies

109905 Views

Last post by PedroClavijo
Sat Oct 19, 2019 7:29 pm
Markov EGARCH

Last post by TomDoan « Thu Oct 17, 2019 2:55 pm
Replies: 1
by Zied_bct » Thu Oct 17, 2019 7:38 am

1 Replies

46513 Views

Last post by TomDoan
Thu Oct 17, 2019 2:55 pm
Forecasting using a LSTAR model

Last post by TomDoan « Fri Sep 20, 2019 1:02 pm
Replies: 9
by sousoubo085 » Wed Oct 21, 2009 4:18 pm

9 Replies

77759 Views

Last post by TomDoan
Fri Sep 20, 2019 1:02 pm
Estimation of LSTAR models

Last post by TomDoan « Mon Sep 16, 2019 1:32 pm
Replies: 14
by AndreRiver » Tue Oct 30, 2018 10:45 pm

14 Replies

81172 Views

Last post by TomDoan
Mon Sep 16, 2019 1:32 pm
How to plot IRF with MCprocessIRF

Last post by TomDoan « Tue Jul 02, 2019 9:15 am
Replies: 1
by Akawa » Mon Jul 01, 2019 11:14 am

1 Replies

49438 Views

Last post by TomDoan
Tue Jul 02, 2019 9:15 am
MS VECM with time varying transition probability

Last post by pedrocm « Tue Jun 04, 2019 4:41 pm

by pedrocm » Tue Jun 04, 2019 4:41 pm

0 Replies

46223 Views

Last post by pedrocm
Tue Jun 04, 2019 4:41 pm
Pretesting For Multi-Step Ahead Forecasts with STAR Models

Last post by TomDoan « Sun May 26, 2019 6:16 pm
Replies: 1
by wert12 » Sun May 26, 2019 5:28 am

1 Replies

47172 Views

Last post by TomDoan
Sun May 26, 2019 6:16 pm
The Asymmetric Effects of Uncertainty on Macroeconomic Activ

Last post by wert12 « Sun May 26, 2019 4:42 am
Replies: 2
by wert12 » Sat May 25, 2019 8:11 am

2 Replies

49815 Views

Last post by wert12
Sun May 26, 2019 4:42 am
MSVAR in stock return

Last post by fan « Tue May 21, 2019 10:31 am

by fan » Tue May 21, 2019 10:31 am

0 Replies

45074 Views

Last post by fan
Tue May 21, 2019 10:31 am
Bai and Perron test vs Kejriwal and Perron test

Last post by TomDoan « Thu Dec 13, 2018 4:35 pm
Replies: 1
by tchoudhr » Thu Dec 13, 2018 2:42 pm

1 Replies

46315 Views

Last post by TomDoan
Thu Dec 13, 2018 4:35 pm

New Topic

Mark topics read • 178 topics

Page 1 of 8
- Jump to page:
1
2
3
4
5
…
8
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