Structural Breaks and Switching Models

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RATS Version 11.1

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Lee and strazicich critical values

Last post by TomDoan « Fri Mar 04, 2011 12:05 pm
Replies: 1
by hashem » Sat Feb 26, 2011 6:45 am

1 Replies

4861 Views

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Bootstrapped p-values for LP test

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by Cem279 » Thu Jan 06, 2011 8:25 am

5 Replies

8763 Views

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Need help for Andrews and Ploberger test

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by soju » Sun Nov 28, 2010 11:20 pm

1 Replies

4820 Views

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Tue Nov 30, 2010 11:19 am
Bai Perron

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Replies: 5
by thomas16 » Thu Oct 28, 2010 2:30 pm

5 Replies

9650 Views

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Tue Nov 02, 2010 1:07 pm
GLS-detrending and regime-wise stationarity testing

Last post by TomDoan « Thu Sep 23, 2010 5:16 pm
Replies: 1
by unforgiven02 » Wed Sep 22, 2010 3:39 am

1 Replies

5418 Views

Last post by TomDoan
Thu Sep 23, 2010 5:16 pm
ESTR modelling in a non linear System

Last post by Gilbril « Mon Sep 06, 2010 8:33 am
Replies: 18
by Gilbril » Fri Aug 20, 2010 1:22 pm
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2
18 Replies

28737 Views

Last post by Gilbril
Mon Sep 06, 2010 8:33 am
Hamilton.prg with monthly data

Last post by Marcus « Sat Jul 31, 2010 11:05 am
Replies: 4
by Marcus » Thu Jul 29, 2010 8:03 am

4 Replies

8022 Views

Last post by Marcus
Sat Jul 31, 2010 11:05 am
Saving the Smooth and Filtered Probabilities

Last post by TomDoan « Sun Jul 11, 2010 3:28 pm
Replies: 3
by allister » Sat Jul 10, 2010 12:36 pm

3 Replies

8454 Views

Last post by TomDoan
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Gibbs Sampling with Markov Switching Models

Last post by TomDoan « Thu Jul 08, 2010 10:15 am

by TomDoan » Thu Jul 08, 2010 10:15 am

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Last post by TomDoan
Thu Jul 08, 2010 10:15 am
Cautionary Note on Models with Switching Variances

Last post by TomDoan « Thu Jul 08, 2010 9:47 am

by TomDoan » Thu Jul 08, 2010 9:47 am

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Last post by TomDoan
Thu Jul 08, 2010 9:47 am
Forecasting with STAR model

Last post by TomDoan « Tue Jun 22, 2010 12:47 pm

by TomDoan » Tue Jun 22, 2010 12:47 pm

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5083 Views

Last post by TomDoan
Tue Jun 22, 2010 12:47 pm
Markov-Switching: Time-Varying Transition Probabilities

Last post by TomDoan « Thu Mar 04, 2010 5:36 am
Replies: 6
by TL » Thu Oct 02, 2008 11:00 am

6 Replies

13467 Views

Last post by TomDoan
Thu Mar 04, 2010 5:36 am
General Framework for Multiple Breaks

Last post by TomDoan « Mon Feb 15, 2010 1:44 pm

by TomDoan » Mon Feb 15, 2010 1:44 pm

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Last post by TomDoan
Mon Feb 15, 2010 1:44 pm
GIRFs

Last post by ecrgap « Tue Nov 17, 2009 12:42 pm
Replies: 2
by ecrgap » Sat Nov 14, 2009 1:33 pm

2 Replies

6739 Views

Last post by ecrgap
Tue Nov 17, 2009 12:42 pm
unit roots test in the presence of breaks

Last post by Anna « Fri Sep 18, 2009 4:10 pm
Replies: 6
by MC128 » Wed Sep 16, 2009 4:42 am

6 Replies

11643 Views

Last post by Anna
Fri Sep 18, 2009 4:10 pm
Lumsdaine Papell Unit Root Test

Last post by TomDoan « Thu Aug 27, 2009 9:17 pm
Replies: 1
by nazif » Thu Aug 27, 2009 5:32 pm

1 Replies

7987 Views

Last post by TomDoan
Thu Aug 27, 2009 9:17 pm
ESTAR

Last post by moderator « Thu Aug 27, 2009 9:14 am
Replies: 3
by ef08kp » Wed Aug 26, 2009 9:11 pm

3 Replies

7786 Views

Last post by moderator
Thu Aug 27, 2009 9:14 am
ESTAR

Last post by TomDoan « Mon Aug 24, 2009 10:48 pm
Replies: 8
by ef08kp » Fri Aug 21, 2009 7:57 pm

8 Replies

14182 Views

Last post by TomDoan
Mon Aug 24, 2009 10:48 pm
Lee and Strazicich Unit Root Test

Last post by asemota omos « Mon Aug 24, 2009 8:05 am
Replies: 4
by asemota omos » Fri Aug 21, 2009 1:35 am

4 Replies

9067 Views

Last post by asemota omos
Mon Aug 24, 2009 8:05 am
ESTAR

Last post by TomDoan « Sun Jul 26, 2009 8:56 am
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by ef08kp » Sun Jul 26, 2009 6:30 am

1 Replies

5659 Views

Last post by TomDoan
Sun Jul 26, 2009 8:56 am
Using MSVARSETUP

Last post by RP « Fri Sep 12, 2008 6:36 pm

by RP » Fri Sep 12, 2008 6:36 pm

0 Replies

5310 Views

Last post by RP
Fri Sep 12, 2008 6:36 pm
Lee-Strazicich (LM) Unit Root Test

Last post by prakash « Fri Sep 05, 2008 1:40 am
Replies: 2
by prakash » Wed Sep 03, 2008 11:08 pm

2 Replies

8202 Views

Last post by prakash
Fri Sep 05, 2008 1:40 am
baiperron test

Last post by prakash « Wed Sep 03, 2008 11:17 pm
Replies: 2
by prakash » Tue Sep 02, 2008 11:07 pm

2 Replies

7900 Views

Last post by prakash
Wed Sep 03, 2008 11:17 pm
standard errors in tsayp591

Last post by wardb « Thu May 22, 2008 3:11 pm
Replies: 2
by wardb » Tue May 20, 2008 12:04 am

2 Replies

8532 Views

Last post by wardb
Thu May 22, 2008 3:11 pm
unit root test with 2 structural breaks

Last post by Jose « Sat Apr 26, 2008 12:10 pm
Replies: 3
by Ana » Fri Jan 18, 2008 5:23 pm

3 Replies

11227 Views

Last post by Jose
Sat Apr 26, 2008 12:10 pm

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