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Structural Breaks and Switching Models
Discussion of models with structural breaks or endogenous switching.
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RATS Version 10
by TomDoan » Tue Jun 06, 2017 12:04 pm- 0 Replies
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Tue Nov 20, 2018 12:05 am
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- RATS 10: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
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Wed Mar 27, 2013 12:39 pm
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- SETAR Model: multi-step-ahead rolling forecasts
by ac_1 » Sat Feb 06, 2021 6:35 am - 11 Replies
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Tue Apr 05, 2022 2:45 pm
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- Missing values
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Thu Oct 28, 2021 2:05 pm
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- How to restrict parameters of smooth transition models
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Tue Apr 06, 2021 10:50 am
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- summarize BETAS coefficients in MS model
by abi » Sat Dec 12, 2020 12:44 pm - 7 Replies
- 8137 Views
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Tue Dec 15, 2020 10:57 am
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- MSVARSETUP / @msvarsetup compile error
1, 2 by shams11 » Thu Jul 09, 2020 6:12 pm
- 16 Replies
- 16260 Views
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Thu Jul 23, 2020 10:16 am
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- cointegration with 2 structural breaks
1, 2by chiade » Wed Oct 05, 2011 8:37 am - 20 Replies
- 154599 Views
- Last post by elhampa
Sun Mar 01, 2020 12:29 am
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- Markov Switching VECM
by nacrointfin » Fri Apr 05, 2013 2:52 am - 5 Replies
- 16611 Views
- Last post by TomDoan
Mon Dec 16, 2019 2:27 pm
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- IRF for STAR models
by Javi » Mon Jun 15, 2009 10:28 am
- 14 Replies
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Sat Oct 19, 2019 7:29 pm
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- Markov EGARCH
by Zied_bct » Thu Oct 17, 2019 7:38 am - 1 Replies
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Thu Oct 17, 2019 2:55 pm
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- Forecasting using a LSTAR model
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Fri Sep 20, 2019 1:02 pm
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- Identifying Break Dates for BEKK Variance Shift Dummies
by cmcknigh » Mon Aug 19, 2019 1:13 pm
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Wed Sep 18, 2019 12:25 pm
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- Estimation of LSTAR models
by AndreRiver » Tue Oct 30, 2018 10:45 pm
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Mon Sep 16, 2019 1:32 pm
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- How to plot IRF with MCprocessIRF
by Akawa » Mon Jul 01, 2019 11:14 am - 1 Replies
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Tue Jul 02, 2019 9:15 am
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- MS VECM with time varying transition probability
by pedrocm » Tue Jun 04, 2019 4:41 pm - 0 Replies
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Tue Jun 04, 2019 4:41 pm
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- Pretesting For Multi-Step Ahead Forecasts with STAR Models
by wert12 » Sun May 26, 2019 5:28 am
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Sun May 26, 2019 6:16 pm
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- The Asymmetric Effects of Uncertainty on Macroeconomic Activ
by wert12 » Sat May 25, 2019 8:11 am - 2 Replies
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Sun May 26, 2019 4:42 am
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- MSVAR in stock return
by fan » Tue May 21, 2019 10:31 am - 0 Replies
- 5203 Views
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Tue May 21, 2019 10:31 am
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- Bai and Perron test vs Kejriwal and Perron test
by tchoudhr » Thu Dec 13, 2018 3:42 pm - 1 Replies
- 6463 Views
- Last post by TomDoan
Thu Dec 13, 2018 5:35 pm
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- Structural equation model with regime switching
by smgrilli » Fri Aug 03, 2018 9:34 am
- 5 Replies
- 10373 Views
- Last post by TomDoan
Sat Aug 04, 2018 2:05 pm
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- predicting a break in mean will happen or not
by tasnim223 » Thu May 17, 2018 12:50 pm - 1 Replies
- 6834 Views
- Last post by TomDoan
Thu May 17, 2018 9:57 pm
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- Switiching Model Workbook, Example 11.3
by tflavin71 » Tue Apr 17, 2018 9:07 am - 4 Replies
- 8799 Views
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Tue Apr 17, 2018 12:30 pm
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- GIRF for STR models
by Estefaniame » Sun Sep 03, 2017 2:42 pm - 3 Replies
- 8788 Views
- Last post by TomDoan
Fri Mar 30, 2018 2:28 pm
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- Error Bands on IRFs in TVAR
1, 2 by Jules89 » Sun Sep 03, 2017 6:50 am
- 20 Replies
- 28431 Views
- Last post by TomDoan
Thu Mar 15, 2018 12:37 pm
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- IRF in a Markov Switching VAR (mean)
by MathieuJourjon » Mon Sep 18, 2017 7:51 am
- 8 Replies
- 14102 Views
- Last post by MathieuJourjon
Wed Oct 11, 2017 9:12 pm
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