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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

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Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
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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Last post by TomDoan
Wed May 01, 2024 11:40 am

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Kamber, Morley, and Wong RESTAT Intuitive output gap filter

Last post by varcabic « Tue Sep 26, 2017 6:26 am

by varcabic » Tue Sep 26, 2017 6:26 am

0 Replies

9736 Views

Last post by varcabic
Tue Sep 26, 2017 6:26 am
Sollis (2009) test

Last post by TomDoan « Fri Sep 15, 2017 11:28 am
Replies: 3
by Estefaniame » Mon Sep 11, 2017 2:28 am

3 Replies

22906 Views

Last post by TomDoan
Fri Sep 15, 2017 11:28 am
State-Space model with Markov-Switching Heteroskedasticity

Last post by abi « Mon Jun 05, 2017 9:35 am

by abi » Mon Jun 05, 2017 9:35 am

0 Replies

141365 Views

Last post by abi
Mon Jun 05, 2017 9:35 am
Monte Carlo forecast paths using a VECM model directly

Last post by TomDoan « Tue May 30, 2017 12:27 pm
Replies: 1
by holyw160 » Mon May 29, 2017 11:58 am

1 Replies

6190 Views

Last post by TomDoan
Tue May 30, 2017 12:27 pm
Waggoner and Zha (1999)

Last post by TomDoan « Mon May 15, 2017 5:53 pm
Replies: 1
by IRJ » Mon May 15, 2017 5:35 am

1 Replies

6434 Views

Last post by TomDoan
Mon May 15, 2017 5:53 pm
MULTIVARIATE KALMAN FILTER

Last post by TomDoan « Thu Apr 13, 2017 8:31 am
Replies: 1
by Deepika » Thu Apr 13, 2017 3:44 am

1 Replies

6459 Views

Last post by TomDoan
Thu Apr 13, 2017 8:31 am
time-varying Cointegration

Last post by TomDoan « Mon Apr 10, 2017 2:21 pm
Replies: 3
by abi » Mon Apr 10, 2017 2:29 am

3 Replies

7854 Views

Last post by TomDoan
Mon Apr 10, 2017 2:21 pm
bootstrap for cox proportional hazards model

Last post by TomDoan « Mon Apr 03, 2017 9:29 am
Replies: 19
by fan » Sat Mar 18, 2017 12:45 am
1

2
19 Replies

30100 Views

Last post by TomDoan
Mon Apr 03, 2017 9:29 am
Testing for the Null Hypothesis of Cointegration With a Stru

Last post by elhampa « Tue Mar 28, 2017 1:41 am

by elhampa » Tue Mar 28, 2017 1:41 am

0 Replies

5739 Views

Last post by elhampa
Tue Mar 28, 2017 1:41 am
Mean Variance Spanning test

Last post by Vik_pa « Sat Mar 04, 2017 12:34 am

by Vik_pa » Sat Mar 04, 2017 12:34 am

0 Replies

5731 Views

Last post by Vik_pa
Sat Mar 04, 2017 12:34 am
TRANSITION MODELING AND ECONOMETRIC CONVERGENCE TESTS

Last post by jack « Wed Feb 08, 2017 3:03 pm
Replies: 2
by jack » Mon Feb 06, 2017 12:21 pm

2 Replies

7180 Views

Last post by jack
Wed Feb 08, 2017 3:03 pm
Non-Linear VAR Model

Last post by abi « Sun Feb 05, 2017 5:12 pm
Replies: 2
by abi » Sun Feb 05, 2017 3:48 pm

2 Replies

7115 Views

Last post by abi
Sun Feb 05, 2017 5:12 pm
Businesss Cycle and Business cycle Synchronisation

Last post by TomDoan « Wed Jan 25, 2017 10:05 am
Replies: 1
by danon » Wed Jan 25, 2017 2:30 am

1 Replies

6438 Views

Last post by TomDoan
Wed Jan 25, 2017 10:05 am
PANEL VAR

Last post by kalaba « Sun Jan 15, 2017 1:03 pm
Replies: 2
by power23 » Tue Jan 10, 2017 2:29 pm

2 Replies

10471 Views

Last post by kalaba
Sun Jan 15, 2017 1:03 pm
RATS CODE FOR DYNAMIC PANEL THRESHOLD MODEL

Last post by coffie46yes « Thu Jan 12, 2017 11:02 am
Replies: 4
by coffie46yes » Tue Jan 03, 2017 8:34 am

4 Replies

33748 Views

Last post by coffie46yes
Thu Jan 12, 2017 11:02 am
LM linearity and other tests for STECM

Last post by TomDoan « Fri Jan 06, 2017 2:13 pm
Replies: 12
by mskare69 » Mon Apr 15, 2013 12:36 pm

12 Replies

28377 Views

Last post by TomDoan
Fri Jan 06, 2017 2:13 pm
CARR Model

Last post by TomDoan « Wed Dec 14, 2016 11:07 am
Replies: 5
by Vik_pa » Tue Aug 09, 2016 2:30 pm

5 Replies

37370 Views

Last post by TomDoan
Wed Dec 14, 2016 11:07 am
Combining a VAR and a ARMA into a matrix

Last post by Emilie_R « Mon Dec 12, 2016 4:19 am
Replies: 3
by Emilie_R » Sat Dec 10, 2016 11:06 am

3 Replies

7486 Views

Last post by Emilie_R
Mon Dec 12, 2016 4:19 am
Nonlinear ARDL code

Last post by TomDoan « Mon Nov 07, 2016 12:27 pm
Replies: 3
by meissa » Thu Nov 03, 2016 11:15 pm

3 Replies

7965 Views

Last post by TomDoan
Mon Nov 07, 2016 12:27 pm
Replicating Basher and Sadorsky 2016

Last post by TomDoan « Mon Nov 07, 2016 11:42 am
Replies: 1
by kmorema » Thu Nov 03, 2016 8:41 am

1 Replies

5802 Views

Last post by TomDoan
Mon Nov 07, 2016 11:42 am
Option implied probability distrubution function

Last post by vittorio23 « Tue Oct 25, 2016 1:29 am

by vittorio23 » Tue Oct 25, 2016 1:29 am

0 Replies

4988 Views

Last post by vittorio23
Tue Oct 25, 2016 1:29 am
Cointegrated VAR model with GARCH errors

Last post by abi « Sun Oct 16, 2016 3:28 pm
Replies: 2
by abi » Sun Oct 16, 2016 2:40 am

2 Replies

6408 Views

Last post by abi
Sun Oct 16, 2016 3:28 pm
Narayan and Popp 2010

Last post by TomDoan « Thu Sep 08, 2016 12:42 pm
Replies: 1
by blucey » Thu Sep 08, 2016 11:23 am

1 Replies

6793 Views

Last post by TomDoan
Thu Sep 08, 2016 12:42 pm
Gabriel Perez-Quiros, Allan Timmermann(2000)

Last post by TomDoan « Thu Sep 08, 2016 11:35 am
Replies: 7
by fan » Wed Oct 14, 2015 12:25 am

7 Replies

14861 Views

Last post by TomDoan
Thu Sep 08, 2016 11:35 am
Pesaran and Timmermann (1992) Statistic

Last post by IRJ « Thu Aug 11, 2016 9:28 am

by IRJ » Thu Aug 11, 2016 9:28 am

0 Replies

5298 Views

Last post by IRJ
Thu Aug 11, 2016 9:28 am

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