Looking for Code?

New Topic

Mark topics read • 236 topics

Page 1 of 10
- Jump to page:
1
2
3
4
5
…
10
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

1656658 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

1575172 Views

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

Topics

Replies

Views

Last post

STAR-GARCH model

Last post by TomDoan « Wed Mar 04, 2026 9:42 am
Replies: 1
by Brc » Tue Mar 03, 2026 1:13 pm

1 Replies

15006 Views

Last post by TomDoan
Wed Mar 04, 2026 9:42 am
STAR-GARCH MODEL

Last post by TomDoan « Wed Mar 04, 2026 9:24 am
Replies: 6
by Panagiotis » Fri Sep 20, 2013 10:25 am

6 Replies

19173 Views

Last post by TomDoan
Wed Mar 04, 2026 9:24 am
Blanchard and Perotti 2002

Last post by TomDoan « Wed Feb 12, 2025 5:01 pm
Replies: 1
by Bach » Tue Oct 25, 2016 4:03 pm

1 Replies

124193 Views

Last post by TomDoan
Wed Feb 12, 2025 5:01 pm
Rigobon 2003

Last post by TomDoan « Sun Feb 02, 2025 4:55 pm
Replies: 1
by Jamels » Sun Feb 02, 2025 2:28 am

1 Replies

32882 Views

Last post by TomDoan
Sun Feb 02, 2025 4:55 pm
Nowcasting inflation， Knotek and Zaman (2014,2017,2024)

Last post by hardmann « Thu Jan 23, 2025 1:19 am
Replies: 6
by hardmann » Thu Sep 26, 2024 9:12 am

6 Replies

40545 Views

Last post by hardmann
Thu Jan 23, 2025 1:19 am
LASSO estimation

Last post by TomDoan « Mon Nov 04, 2024 7:58 am
Replies: 1
by ainhoa » Thu Oct 31, 2024 9:14 am

1 Replies

34466 Views

Last post by TomDoan
Mon Nov 04, 2024 7:58 am
cointegrating nonlinear ARDL

Last post by Hshadmani « Mon Aug 19, 2024 4:30 pm
Replies: 10
by Ozmando » Wed Jul 18, 2012 4:57 am

10 Replies

77761 Views

Last post by Hshadmani
Mon Aug 19, 2024 4:30 pm
Wada and Perron (2005)

Last post by TomDoan « Fri Aug 02, 2024 6:22 pm
Replies: 1
by injectors » Thu Aug 01, 2024 8:38 pm

1 Replies

34495 Views

Last post by TomDoan
Fri Aug 02, 2024 6:22 pm
density function for inverse Wishart distribution

Last post by tclark « Mon Jul 01, 2024 2:45 pm
Replies: 5
by tclark » Sun Jun 30, 2024 2:46 pm

5 Replies

38660 Views

Last post by tclark
Mon Jul 01, 2024 2:45 pm
non-generic fractional GARCH variants

Last post by TomDoan « Thu May 02, 2024 7:02 am
Replies: 1
by vmadhavan » Wed May 01, 2024 11:34 pm

1 Replies

35152 Views

Last post by TomDoan
Thu May 02, 2024 7:02 am
Multivariate state-space models

Last post by TomDoan « Wed Jul 05, 2023 3:56 pm
Replies: 1
by injectors » Fri Jun 30, 2023 9:34 pm

1 Replies

68783 Views

Last post by TomDoan
Wed Jul 05, 2023 3:56 pm
Prediction-Realization Diagram

Last post by ac_1 « Tue Feb 07, 2023 4:43 am
Replies: 3
by ac_1 » Mon Dec 11, 2017 6:52 am

3 Replies

53901 Views

Last post by ac_1
Tue Feb 07, 2023 4:43 am
Replication Examples for Pesaran, Shin, and Smith (2001)

Last post by mmic « Wed Sep 21, 2022 11:10 pm
Replies: 3
by nacrointfin » Sat Jun 23, 2012 3:48 am

3 Replies

56387 Views

Last post by mmic
Wed Sep 21, 2022 11:10 pm
Code for replication of Diebold-Yilmaz connectedness method

Last post by curiousresearcher « Mon Aug 08, 2022 10:59 pm

by curiousresearcher » Mon Aug 08, 2022 10:59 pm

0 Replies

44307 Views

Last post by curiousresearcher
Mon Aug 08, 2022 10:59 pm
factor loadings with for principal components

Last post by TomDoan « Mon Jan 17, 2022 2:31 pm
Replies: 1
by akk » Fri Jan 14, 2022 1:40 pm

1 Replies

47086 Views

Last post by TomDoan
Mon Jan 17, 2022 2:31 pm
Half Life and IRF's

Last post by ag_2018 « Wed Nov 17, 2021 11:12 am

by ag_2018 » Wed Nov 17, 2021 11:12 am

0 Replies

44545 Views

Last post by ag_2018
Wed Nov 17, 2021 11:12 am
Prior for the Long-Run (Giannone et al., JASA 2018)

Last post by KOBE24 « Fri Jul 16, 2021 10:06 am
Replies: 1
by KOBE24 » Tue Jun 22, 2021 5:59 am

1 Replies

47384 Views

Last post by KOBE24
Fri Jul 16, 2021 10:06 am
Code for Diagonal BEKK with hedge ratios & portfolio weigh

Last post by TomDoan « Tue Jan 19, 2021 1:46 pm
Replies: 3
by curiousresearcher » Wed Jul 08, 2020 9:27 pm

3 Replies

54415 Views

Last post by TomDoan
Tue Jan 19, 2021 1:46 pm
Level shift estimation

Last post by ag_2018 « Tue Jan 12, 2021 11:08 am
Replies: 4
by ag_2018 » Wed Jan 06, 2021 6:15 am

4 Replies

52011 Views

Last post by ag_2018
Tue Jan 12, 2021 11:08 am
ARJI-Exponential-GARCH model

Last post by prashantj « Sat Jan 09, 2021 9:20 pm

by prashantj » Sat Jan 09, 2021 9:20 pm

0 Replies

46329 Views

Last post by prashantj
Sat Jan 09, 2021 9:20 pm
The decomposition of jump risks in individual stock returns

Last post by prashantj « Fri Jan 08, 2021 11:15 pm

by prashantj » Fri Jan 08, 2021 11:15 pm

0 Replies

46089 Views

Last post by prashantj
Fri Jan 08, 2021 11:15 pm
Baruník and Křehlík (2018)

Last post by TomDoan « Mon Dec 07, 2020 12:44 pm
Replies: 1
by mijatovic » Mon Dec 07, 2020 12:27 am

1 Replies

47204 Views

Last post by TomDoan
Mon Dec 07, 2020 12:44 pm
ARDL and Bound Test

Last post by abi « Sun Dec 06, 2020 2:22 am
Replies: 1
by menykeko » Thu Apr 21, 2016 9:40 am

1 Replies

49837 Views

Last post by abi
Sun Dec 06, 2020 2:22 am
on RALS-LM Unitroot test

Last post by TomDoan « Mon Sep 07, 2020 8:08 am
Replies: 1
by ppanda9 » Sun Sep 06, 2020 6:56 am

1 Replies

47969 Views

Last post by TomDoan
Mon Sep 07, 2020 8:08 am
Modified ICSS procedure

Last post by hasanov « Tue Jun 30, 2020 9:07 am
Replies: 2
by hasanov » Fri Oct 12, 2012 3:50 am

2 Replies

51752 Views

Last post by hasanov
Tue Jun 30, 2020 9:07 am

New Topic

Mark topics read • 236 topics

Page 1 of 10
- Jump to page:
1
2
3
4
5
…
10
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