The RATS Software Forum
A Forum for RATS Software and Econometrics Discussions
RATS Version 10.0 (new)!!
RATS Documentation
RATS Help
Trial Version
VARs (Vector Autoregression Models)
Questions and discussions on Vector Autoregressions
-
- Announcements
- Replies
- Views
- Last post
-
RATS Version 10
by TomDoan » Tue Jun 06, 2017 12:04 pm- 0 Replies
- 379186 Views
- Last post by TomDoan
Tue Nov 20, 2018 12:05 am
-
- RATS 10: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 439501 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
-
- Topics
- Replies
- Views
- Last post
-
- computing error bands for impulse responses of AB-type SVAR
by rantueco » Tue Jun 02, 2020 6:56 pm
- 8 Replies
- 6039 Views
- Last post by randal_verbrugge
Tue Apr 12, 2022 8:50 am
-
- Recursive VECM - Johansen ML technique
1, 2by ac_1 » Sun Feb 06, 2022 4:45 am - 19 Replies
- 3315 Views
- Last post by ac_1
Mon Feb 28, 2022 3:05 pm
-
- Recursive VECM
by ac_1 » Sun Jan 23, 2022 4:13 am - 1 Replies
- 776 Views
- Last post by ac_1
Wed Jan 26, 2022 6:32 am
-
- Identification by Sign-Restrictions PLUS Zero-Restrictions
by jonasdovern » Fri Mar 06, 2015 8:18 am
- 12 Replies
- 51784 Views
- Last post by sak777
Fri Sep 10, 2021 9:21 am
-
- Dynamic conditional correlation "DCC Garch"
by HamaNadia » Sat Jul 24, 2021 12:55 pm
- 2 Replies
- 1955 Views
- Last post by TomDoan
Sat Jul 24, 2021 10:51 pm
-
- VAR Forecast from Difference to Levels
1, 2by rmvoller » Thu Dec 27, 2012 6:00 pm - 16 Replies
- 15103 Views
- Last post by ac_1
Mon Jul 12, 2021 2:38 pm
-
- Dynamic conditional correlation DCC Garch
by HamaNadia » Sun Jul 11, 2021 8:56 am - 3 Replies
- 1761 Views
- Last post by TomDoan
Mon Jul 12, 2021 10:25 am
-
- Output of VAR model with Generalized Impulse Response
by bok1234 » Thu Jul 01, 2021 5:10 am
- 6 Replies
- 2567 Views
- Last post by bok1234
Wed Jul 07, 2021 6:39 am
-
- Shutdown Methodology
by PTillmann-436 » Sun Feb 14, 2016 10:25 am
- 7 Replies
- 8223 Views
- Last post by RomainR
Tue Jun 22, 2021 4:48 am
-
- Jorda's LP: compute standard deviations of IRFs
by RomainR » Thu Jun 17, 2021 3:22 am - 2 Replies
- 1661 Views
- Last post by RomainR
Fri Jun 18, 2021 3:58 am
-
- VAR diagnostic tests
by idomen » Tue May 18, 2021 10:45 am - 0 Replies
- 2012 Views
- Last post by idomen
Tue May 18, 2021 10:45 am
-
- BVAR forecasts
by Deepika » Sat Apr 10, 2021 1:37 pm - 2 Replies
- 2434 Views
- Last post by Deepika
Fri Apr 16, 2021 11:22 am
-
- Error in PANEL STRUCTURAL VAR
by polisci_nerd » Mon Mar 29, 2021 8:51 am
- 4 Replies
- 2798 Views
- Last post by TomDoan
Wed Mar 31, 2021 1:53 pm
-
- Error bands for over identified SVAR
by AdamElderfield » Mon Nov 23, 2020 3:26 pm - 2 Replies
- 3589 Views
- Last post by AdamElderfield
Wed Nov 25, 2020 5:25 am
-
- Near VAR estimation
by AdamElderfield » Fri Nov 20, 2020 11:32 pm
- 5 Replies
- 2938 Views
- Last post by AdamElderfield
Sun Nov 22, 2020 2:42 am
-
- Kilian (1998) confidence interval
by sleu123 » Fri Apr 18, 2014 8:01 am - 4 Replies
- 6669 Views
- Last post by TomDoan
Thu Sep 17, 2020 2:34 pm
-
- VAR-Dimensions Concern
by lfc160030 » Sun Sep 06, 2020 12:26 pm - 2 Replies
- 2594 Views
- Last post by TomDoan
Thu Sep 10, 2020 4:19 pm
-
- Test for Resuduals Autocorrelation
by lfc160030 » Thu Sep 10, 2020 1:40 pm - 1 Replies
- 1991 Views
- Last post by TomDoan
Thu Sep 10, 2020 3:38 pm
-
- impulse response
by ag_2018 » Thu Jun 18, 2020 12:33 pm - 1 Replies
- 3492 Views
- Last post by TomDoan
Thu Jun 18, 2020 1:12 pm
-
- BLOCK EXOGENEITY SVAR
by lfc160030 » Wed Apr 15, 2020 8:22 pm
- 13 Replies
- 9453 Views
- Last post by lfc160030
Fri Jun 05, 2020 1:30 pm
-
- Hasbrouck(1995) Information Shares
1, 2 by TomDoan » Tue Sep 24, 2013 12:58 pm
- 23 Replies
- 24520 Views
- Last post by TomDoan
Fri Jun 05, 2020 10:03 am
-
- forecasts using BVAR
by Deepika » Tue Mar 17, 2020 12:15 pm - 3 Replies
- 4128 Views
- Last post by TomDoan
Fri May 08, 2020 12:06 pm
-
- VECM & Generalised impulse response function interpretation
by huidan_xue » Wed Apr 15, 2020 12:54 pm - 3 Replies
- 3293 Views
- Last post by TomDoan
Thu Apr 16, 2020 11:15 am
Who is online
Users browsing this forum: No registered users and 2 guests
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