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RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
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by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

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RATS 11: Free Trial Version

Last post by TomDoan « Wed May 01, 2024 11:40 am
Posted in RATS Product Announcements

by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

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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

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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

7969 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

115946 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
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by Jamels » Sun Feb 02, 2025 2:28 am

1 Replies

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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

32795 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

27914 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

68039 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

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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

31170 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

28806 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

62238 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

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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

49534 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

38045 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

40640 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

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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

40748 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

47561 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

45096 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

40126 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

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39702 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

40674 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

43171 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

41560 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

45007 Views

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

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