Structural Breaks and Switching Models

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RATS Version 11.1

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RATS 11: Free Trial Version

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Krolzig MSVAR Examples

Last post by TomDoan « Mon Mar 12, 2012 10:00 am
Replies: 2
by TomDoan » Wed Mar 07, 2012 1:02 pm

2 Replies

8238 Views

Last post by TomDoan
Mon Mar 12, 2012 10:00 am
MS-VAR with time varying probabilities

Last post by TomDoan « Sun Mar 11, 2012 7:43 pm
Replies: 3
by Aktar » Tue Mar 06, 2012 5:19 am

3 Replies

8834 Views

Last post by TomDoan
Sun Mar 11, 2012 7:43 pm
Problem with the estimation of MSVAR examples

Last post by TomDoan « Wed Mar 07, 2012 1:03 pm
Replies: 8
by condor » Fri Jan 13, 2012 5:17 am

8 Replies

14499 Views

Last post by TomDoan
Wed Mar 07, 2012 1:03 pm
Error MultipleBreaks procedure

Last post by TomDoan « Sun Feb 19, 2012 11:43 am
Replies: 1
by Javi » Fri Feb 17, 2012 4:48 pm

1 Replies

5423 Views

Last post by TomDoan
Sun Feb 19, 2012 11:43 am
How to specify SWARCH

Last post by TomDoan « Thu Feb 16, 2012 11:25 am
Replies: 1
by hardmann » Sun Feb 12, 2012 10:14 am

1 Replies

5491 Views

Last post by TomDoan
Thu Feb 16, 2012 11:25 am
Imposing MS-Regime-probabilities estimates on other series

Last post by Matt « Fri Feb 10, 2012 8:35 am
Replies: 2
by Matt » Thu Feb 09, 2012 12:02 pm

2 Replies

6378 Views

Last post by Matt
Fri Feb 10, 2012 8:35 am
TAR/STAR Example

Last post by TomDoan « Fri Feb 03, 2012 10:05 am
Replies: 6
by TomDoan » Tue Jun 29, 2010 10:31 am

6 Replies

12816 Views

Last post by TomDoan
Fri Feb 03, 2012 10:05 am
question about switching on @msvarsetup

Last post by TomDoan « Mon Jan 30, 2012 10:27 am
Replies: 1
by hardmann » Sun Jan 29, 2012 4:02 am

1 Replies

5094 Views

Last post by TomDoan
Mon Jan 30, 2012 10:27 am
swarch.rpf shows an error wihle runing

Last post by TomDoan « Mon Jan 30, 2012 10:25 am
Replies: 1
by hardmann » Sat Jan 28, 2012 9:54 pm

1 Replies

5147 Views

Last post by TomDoan
Mon Jan 30, 2012 10:25 am
Generalized Impulse Responses

Last post by nazif « Fri Jan 20, 2012 4:14 am
Replies: 13
by nazif » Thu Jan 12, 2012 7:37 am

13 Replies

19606 Views

Last post by nazif
Fri Jan 20, 2012 4:14 am
Gray's 1996 Regime Switching GARCH

Last post by TomDoan « Wed Dec 14, 2011 10:58 am
Replies: 8
by sana » Mon Oct 03, 2011 8:54 am

8 Replies

13041 Views

Last post by TomDoan
Wed Dec 14, 2011 10:58 am
Interpretation of TVAR results

Last post by TomDoan « Wed Nov 30, 2011 2:55 pm
Replies: 1
by nazif » Wed Nov 23, 2011 5:07 pm

1 Replies

6135 Views

Last post by TomDoan
Wed Nov 30, 2011 2:55 pm
Lee-Strazicich test critical values for three breaks

Last post by moderator « Wed Nov 23, 2011 10:45 am
Replies: 1
by alvarezcc » Wed Nov 23, 2011 9:33 am

1 Replies

5279 Views

Last post by moderator
Wed Nov 23, 2011 10:45 am
Bai perron residuals

Last post by chiade « Tue Nov 22, 2011 6:44 am
Replies: 2
by chiade » Mon Nov 21, 2011 7:23 am

2 Replies

6075 Views

Last post by chiade
Tue Nov 22, 2011 6:44 am
TVAR model

Last post by TomDoan « Tue Oct 25, 2011 8:04 am
Replies: 3
by Scalper » Sun Oct 23, 2011 11:25 am

3 Replies

6540 Views

Last post by TomDoan
Tue Oct 25, 2011 8:04 am
Identification in Threshold VAR's

Last post by TomDoan « Wed Oct 05, 2011 11:56 am
Replies: 11
by luching » Fri Sep 09, 2011 6:57 am

11 Replies

18256 Views

Last post by TomDoan
Wed Oct 05, 2011 11:56 am
state-dependent impulse responses for Markov Switching VAR

Last post by TomDoan « Mon Sep 12, 2011 2:45 pm
Replies: 1
by FilipinoEconomist » Wed Jun 18, 2008 4:33 am

1 Replies

7273 Views

Last post by TomDoan
Mon Sep 12, 2011 2:45 pm
Bai Perron Test

Last post by TomDoan « Fri Aug 12, 2011 4:17 am
Replies: 8
by bizi_rats_10 » Fri Aug 06, 2010 11:52 am

8 Replies

13927 Views

Last post by TomDoan
Fri Aug 12, 2011 4:17 am
Hamilton Switching Model (new coding)

Last post by TomDoan « Wed Aug 10, 2011 11:04 am
Replies: 4
by TomDoan » Thu Feb 25, 2010 5:01 pm

4 Replies

9086 Views

Last post by TomDoan
Wed Aug 10, 2011 11:04 am
Different output with rats 7 and 8

Last post by TomDoan « Thu Jul 21, 2011 2:30 pm
Replies: 2
by Aktar » Thu Jul 21, 2011 9:51 am

2 Replies

6069 Views

Last post by TomDoan
Thu Jul 21, 2011 2:30 pm
Explosive Threshold VAR

Last post by TomDoan « Sun Apr 17, 2011 11:23 am
Replies: 3
by asmith05 » Sat Apr 16, 2011 12:23 pm

3 Replies

7322 Views

Last post by TomDoan
Sun Apr 17, 2011 11:23 am
Switching Autoregressive Coefficients

Last post by lnw « Sun Apr 03, 2011 5:10 pm

by lnw » Sun Apr 03, 2011 5:10 pm

0 Replies

4172 Views

Last post by lnw
Sun Apr 03, 2011 5:10 pm
Nonlinear Impulse Response Function

Last post by TomDoan « Fri Apr 01, 2011 12:58 pm
Replies: 5
by j_lee » Fri Feb 04, 2011 3:55 pm

5 Replies

12295 Views

Last post by TomDoan
Fri Apr 01, 2011 12:58 pm
Determining Threshold Value in the VAR model

Last post by TomDoan « Fri Apr 01, 2011 10:35 am
Replies: 9
by nazif » Wed Mar 30, 2011 6:59 am

9 Replies

12217 Views

Last post by TomDoan
Fri Apr 01, 2011 10:35 am
Markov model

Last post by TomDoan « Thu Mar 10, 2011 8:19 pm
Replies: 4
by terrya » Thu Sep 30, 2010 4:06 pm

4 Replies

8554 Views

Last post by TomDoan
Thu Mar 10, 2011 8:19 pm

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