VARs (Vector Autoregression Models)

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RATS Version 11

Last post by TomDoan « Tue May 27, 2025 3:51 pm
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RATS 11.0: Free Trial Version

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

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Model of the US Economy: CointegratedVARModelHandbook

Last post by TomDoan « Sun Apr 06, 2025 12:10 am
Replies: 50
by ac_1 » Tue Sep 17, 2024 2:14 am
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by Elyorbek » Wed Jan 22, 2025 5:05 am
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by BinhPham » Sun May 05, 2024 6:55 am

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Simulate a VAR process

Last post by TomDoan « Wed Apr 24, 2024 7:13 am
Replies: 19
by ac_1 » Thu Mar 28, 2024 2:39 pm
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Last post by TomDoan
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Restrict/Constrain coeffcients in a VAR/VECM

Last post by TomDoan « Wed Apr 24, 2024 6:50 am
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Replies: 56
by ac_1 » Sun Feb 06, 2022 3:45 am
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Last post by TomDoan
Fri Apr 05, 2024 7:55 am
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by rmvoller » Thu Dec 27, 2012 5:00 pm
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Last post by ac_1
Fri Mar 22, 2024 3:00 am
conditional forecast

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by geer » Tue Aug 22, 2023 11:30 am

9 Replies

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Fri Sep 01, 2023 12:15 pm
Hasbrouck(1995) Information Shares

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by TomDoan » Tue Sep 24, 2013 12:58 pm
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Last post by TomDoan
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Replies: 21
by ateeb » Mon Apr 15, 2019 5:02 pm
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Tue Jul 25, 2023 7:59 am
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by Nord1 » Tue Mar 10, 2015 4:02 am
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Last post by pbrigante
Sat Mar 04, 2023 7:06 am
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by msrahman » Fri Feb 03, 2023 5:54 pm

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Last post by msrahman
Fri Feb 03, 2023 5:54 pm
Change order in BQ decomposition with %psdfactor

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Replies: 2
by rjmendezm » Wed Jan 11, 2023 6:35 am

2 Replies

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Last post by rjmendezm
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computing error bands for impulse responses of AB-type SVAR

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Replies: 8
by rantueco » Tue Jun 02, 2020 6:56 pm

8 Replies

44966 Views

Last post by randal_verbrugge
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Recursive VECM

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Replies: 1
by ac_1 » Sun Jan 23, 2022 3:13 am

1 Replies

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Identification by Sign-Restrictions PLUS Zero-Restrictions

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Replies: 12
by jonasdovern » Fri Mar 06, 2015 7:18 am

12 Replies

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Last post by sak777
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by HamaNadia » Sat Jul 24, 2021 12:55 pm

2 Replies

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Sat Jul 24, 2021 10:51 pm
Dynamic conditional correlation DCC Garch

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by HamaNadia » Sun Jul 11, 2021 8:56 am

3 Replies

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Last post by TomDoan
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Output of VAR model with Generalized Impulse Response

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Replies: 6
by bok1234 » Thu Jul 01, 2021 5:10 am

6 Replies

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Last post by bok1234
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Shutdown Methodology

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Replies: 7
by PTillmann-436 » Sun Feb 14, 2016 9:25 am

7 Replies

36492 Views

Last post by RomainR
Tue Jun 22, 2021 4:48 am
Jorda's LP: compute standard deviations of IRFs

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Replies: 2
by RomainR » Thu Jun 17, 2021 3:22 am

2 Replies

21828 Views

Last post by RomainR
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VAR diagnostic tests

Last post by idomen « Tue May 18, 2021 10:45 am

by idomen » Tue May 18, 2021 10:45 am

0 Replies

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Last post by idomen
Tue May 18, 2021 10:45 am

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