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 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 msrahman » Fri Feb 03, 2023 5:54 pm

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2 Replies

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computing error bands for impulse responses of AB-type SVAR

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Recursive VECM

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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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by RomainR » Thu Jun 17, 2021 3:22 am

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