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If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
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RATS Version 10
by TomDoan » Tue Jun 06, 2017 12:04 pm- 0 Replies
- 386308 Views
- Last post by TomDoan
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
- 446394 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
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- Code for replication of Diebold-Yilmaz connectedness method
by curiousresearcher » Mon Aug 08, 2022 10:59 pm - 0 Replies
- 38 Views
- Last post by curiousresearcher
Mon Aug 08, 2022 10:59 pm
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- factor loadings with for principal components
by akk » Fri Jan 14, 2022 2:40 pm - 1 Replies
- 2442 Views
- Last post by TomDoan
Mon Jan 17, 2022 3:31 pm
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- Half Life and IRF's
by ag_2018 » Wed Nov 17, 2021 12:12 pm
- 0 Replies
- 1357 Views
- Last post by ag_2018
Wed Nov 17, 2021 12:12 pm
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- cointegrating nonlinear ARDL
by Ozmando » Wed Jul 18, 2012 4:57 am - 9 Replies
- 17392 Views
- Last post by benazir_
Sat Aug 28, 2021 1:30 pm
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- Prior for the Long-Run (Giannone et al., JASA 2018)
by KOBE24 » Tue Jun 22, 2021 5:59 am - 1 Replies
- 2582 Views
- Last post by KOBE24
Fri Jul 16, 2021 10:06 am
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- Code for Diagonal BEKK with hedge ratios & portfolio weigh
by curiousresearcher » Wed Jul 08, 2020 9:27 pm - 3 Replies
- 6634 Views
- Last post by TomDoan
Tue Jan 19, 2021 2:46 pm
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- Level shift estimation
by ag_2018 » Wed Jan 06, 2021 7:15 am
- 4 Replies
- 3491 Views
- Last post by ag_2018
Tue Jan 12, 2021 12:08 pm
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- ARJI-Exponential-GARCH model
by prashantj » Sat Jan 09, 2021 10:20 pm - 0 Replies
- 2227 Views
- Last post by prashantj
Sat Jan 09, 2021 10:20 pm
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- The decomposition of jump risks in individual stock returns
by prashantj » Sat Jan 09, 2021 12:15 am - 0 Replies
- 2156 Views
- Last post by prashantj
Sat Jan 09, 2021 12:15 am
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- Baruník and Křehlík (2018)
by mijatovic » Mon Dec 07, 2020 1:27 am - 1 Replies
- 2762 Views
- Last post by TomDoan
Mon Dec 07, 2020 1:44 pm
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- ARDL and Bound Test
by menykeko » Thu Apr 21, 2016 9:40 am - 1 Replies
- 3951 Views
- Last post by abi
Sun Dec 06, 2020 3:22 am
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- on RALS-LM Unitroot test
by ppanda9 » Sun Sep 06, 2020 6:56 am - 1 Replies
- 3498 Views
- Last post by TomDoan
Mon Sep 07, 2020 8:08 am
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- Modified ICSS procedure
by hasanov » Fri Oct 12, 2012 3:50 am - 2 Replies
- 6357 Views
- Last post by hasanov
Tue Jun 30, 2020 9:07 am
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- Code to compute basis reproductive number R0 for Covid-19
by Gilbril » Fri Apr 24, 2020 8:21 am
- 4 Replies
- 6164 Views
- Last post by TomDoan
Tue Jun 16, 2020 10:59 am
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- Estimation of common long memory components by Granger(1995)
by upani » Sat Jun 06, 2020 7:34 am - 3 Replies
- 3967 Views
- Last post by TomDoan
Sat Jun 06, 2020 8:35 pm
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- Fractional Cointegration- LM test Robinson 1994
by arvo » Tue Jul 10, 2012 8:32 pm
- 9 Replies
- 12436 Views
- Last post by vtsa
Sat May 30, 2020 12:50 am
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- quantile regression with LASSO penalty
by tclark » Wed Apr 01, 2020 6:35 am
- 1 Replies
- 3899 Views
- Last post by tclark
Tue May 12, 2020 5:01 pm
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- Arai and Kurozumi
by elhampa » Thu Apr 02, 2020 5:26 am - 0 Replies
- 3464 Views
- Last post by elhampa
Thu Apr 02, 2020 5:26 am
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- Panel Threshold Cointegration
by ege_man » Thu Feb 20, 2020 8:51 am - 0 Replies
- 4053 Views
- Last post by ege_man
Thu Feb 20, 2020 8:51 am
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- inverse Gaussian distribution
by tclark » Tue Feb 04, 2020 10:22 am
- 2 Replies
- 4400 Views
- Last post by tclark
Mon Feb 17, 2020 9:24 pm
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- Looking for Threshold Cointegration code
by Damba » Wed Nov 27, 2019 2:16 pm - 2 Replies
- 5043 Views
- Last post by Damba
Sat Nov 30, 2019 10:48 am
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- Jacobs & van Norden(2011) Journal of Econometrics
by hardmann » Sun Feb 01, 2015 2:39 am
- 6 Replies
- 8106 Views
- Last post by hardmann
Sun Nov 17, 2019 12:36 am
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- Code for Unrestricted BEKK
by curiousresearcher » Mon Oct 28, 2019 11:17 am
- 4 Replies
- 5576 Views
- Last post by curiousresearcher
Mon Nov 04, 2019 1:23 am
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- News and Monetary Shocks
by lali62 » Wed Oct 30, 2019 1:55 pm - 0 Replies
- 3114 Views
- Last post by lali62
Wed Oct 30, 2019 1:55 pm
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- Baumeister and Hamiton (2019)
by e1983 » Tue Oct 15, 2019 3:47 pm - 0 Replies
- 3122 Views
- Last post by e1983
Tue Oct 15, 2019 3:47 pm
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