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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Model of the US Economy: CointegratedVARModelHandbook

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Replies: 50
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by BinhPham » Sun May 05, 2024 6:55 am

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by ac_1 » Thu Mar 28, 2024 2:39 pm
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by ac_1 » Sun Feb 06, 2022 3:45 am
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by rmvoller » Thu Dec 27, 2012 5:00 pm
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by geer » Tue Aug 22, 2023 11:30 am

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by TomDoan » Tue Sep 24, 2013 12:58 pm
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by ateeb » Mon Apr 15, 2019 5:02 pm
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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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2 Replies

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

8 Replies

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

1 Replies

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

12 Replies

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Dynamic conditional correlation DCC Garch

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3 Replies

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

7 Replies

37182 Views

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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

22501 Views

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

by idomen » Tue May 18, 2021 10:45 am

0 Replies

20988 Views

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Tue May 18, 2021 10:45 am

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