Structural Breaks and Switching Models

New Topic

Mark topics read • 176 topics

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

Announcements

Replies

Views

Last post

RATS Version 11

Last post by TomDoan « Tue May 27, 2025 3:51 pm
Posted in Forum Announcements

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

0 Replies

848679 Views

Last post by TomDoan
Tue May 27, 2025 3:51 pm
RATS 11.0: 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

861775 Views

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

Topics

Replies

Views

Last post

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

2091 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

1682 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

2447 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

2342 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

184281 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

21988 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

3128 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

165649 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

37094 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

28609 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

20852 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

35650 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

28200 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

62853 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

15312 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

38392 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

35089 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

16329 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

14903 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

16127 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

16849 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

15243 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

16245 Views

Last post by TomDoan
Thu Dec 13, 2018 4:35 pm
Structural equation model with regime switching

Last post by TomDoan « Sat Aug 04, 2018 2:05 pm
Replies: 5
by smgrilli » Fri Aug 03, 2018 9:34 am

5 Replies

21544 Views

Last post by TomDoan
Sat Aug 04, 2018 2:05 pm
predicting a break in mean will happen or not

Last post by TomDoan « Thu May 17, 2018 9:57 pm
Replies: 1
by tasnim223 » Thu May 17, 2018 12:50 pm

1 Replies

16826 Views

Last post by TomDoan
Thu May 17, 2018 9:57 pm

New Topic

Mark topics read • 176 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