VARs (Vector Autoregression Models)

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RATS Version 11

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RATS 11.0: Free Trial Version

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by BinhPham » Sun May 05, 2024 6:55 am

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by msrahman » Fri Feb 03, 2023 5:54 pm

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Dynamic conditional correlation "DCC Garch"

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Output of VAR model with Generalized Impulse Response

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by bok1234 » Thu Jul 01, 2021 5:10 am

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Shutdown Methodology

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Jorda's LP: compute standard deviations of IRFs

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