VARs (Vector Autoregression Models)

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RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
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by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

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2729722 Views

Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
RATS 11: Free Trial Version

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
Posted in RATS Product Announcements
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by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

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Last post by RK2509
Sun Apr 05, 2026 9:17 pm

Topics

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Non Liner Wald Restrictions in VAR

Last post by TomDoan « Tue May 09, 2017 7:30 am
Replies: 3
by masudulbaig » Mon May 08, 2017 5:06 pm

3 Replies

8652 Views

Last post by TomDoan
Tue May 09, 2017 7:30 am
testing forecasts of VAR and BVAR models

Last post by TomDoan « Fri Apr 28, 2017 6:32 pm
Replies: 21
by sanjeev » Wed Aug 05, 2015 12:28 am
1

2
21 Replies

29770 Views

Last post by TomDoan
Fri Apr 28, 2017 6:32 pm
Near VAR with Long Run restriction

Last post by TomDoan « Sat Apr 22, 2017 8:08 am
Replies: 13
by pfb382 » Fri Apr 14, 2017 5:51 pm

13 Replies

20233 Views

Last post by TomDoan
Sat Apr 22, 2017 8:08 am
SVAR with long run restrictions

Last post by TomDoan « Wed Apr 19, 2017 2:12 pm
Replies: 1
by pfb382 » Wed Apr 19, 2017 1:45 pm

1 Replies

7066 Views

Last post by TomDoan
Wed Apr 19, 2017 2:12 pm
Bayesian SVAR using cvmodel and Wishart prior

Last post by TomDoan « Tue Apr 18, 2017 8:25 am
Replies: 6
by TG81 » Thu Apr 13, 2017 7:29 am

6 Replies

11670 Views

Last post by TomDoan
Tue Apr 18, 2017 8:25 am
Global VAR with Regime-Switching VARs as local models

Last post by TomDoan « Wed Apr 12, 2017 8:40 am
Replies: 7
by stan076 » Mon Apr 10, 2017 1:03 am

7 Replies

14501 Views

Last post by TomDoan
Wed Apr 12, 2017 8:40 am
Gibbs Minnesota VAR, structural residuals

Last post by TomDoan « Mon Apr 10, 2017 12:24 pm
Replies: 1
by Jules89 » Mon Apr 10, 2017 10:21 am

1 Replies

6593 Views

Last post by TomDoan
Mon Apr 10, 2017 12:24 pm
Difference in similar specified Minnesota Priors

Last post by TomDoan « Wed Apr 05, 2017 11:32 am
Replies: 6
by Jules89 » Thu Mar 30, 2017 5:35 am

6 Replies

10808 Views

Last post by TomDoan
Wed Apr 05, 2017 11:32 am
accumulate option in mcgraphirf

Last post by TomDoan « Thu Mar 23, 2017 6:59 pm
Replies: 10
by indrani_5 » Sat Mar 18, 2017 2:16 am

10 Replies

14167 Views

Last post by TomDoan
Thu Mar 23, 2017 6:59 pm
Error Message in SVAR

Last post by TomDoan « Sat Mar 18, 2017 8:08 am
Replies: 3
by indrani_5 » Fri Mar 17, 2017 4:03 am

3 Replies

7635 Views

Last post by TomDoan
Sat Mar 18, 2017 8:08 am
Sign Restrictions-Arias,Rubio-ramirez and waggoner code

Last post by TomDoan « Sun Mar 05, 2017 9:00 pm
Replies: 1
by indrani_5 » Fri Mar 03, 2017 11:45 am

1 Replies

6947 Views

Last post by TomDoan
Sun Mar 05, 2017 9:00 pm
Sign Restrictions - Identification using ratios of responses

Last post by TomDoan « Thu Mar 02, 2017 11:05 am
Replies: 8
by KOBE24 » Fri Feb 24, 2017 1:57 pm

8 Replies

13031 Views

Last post by TomDoan
Thu Mar 02, 2017 11:05 am
confidence bands in BQ

Last post by TomDoan « Thu Feb 16, 2017 7:40 am
Replies: 1
by indrani_5 » Thu Feb 16, 2017 1:22 am

1 Replies

8064 Views

Last post by TomDoan
Thu Feb 16, 2017 7:40 am
Multiple IRF's on single graph

Last post by umee « Fri Feb 03, 2017 3:45 pm
Replies: 7
by umee » Thu Jan 26, 2017 8:19 pm

7 Replies

13463 Views

Last post by umee
Fri Feb 03, 2017 3:45 pm
Multivariate Granger Causality

Last post by TomDoan « Wed Feb 01, 2017 10:25 am
Replies: 17
by Dedder » Sun Feb 28, 2010 4:27 am
1

2
17 Replies

41624 Views

Last post by TomDoan
Wed Feb 01, 2017 10:25 am
Montevar using ffunction question

Last post by TomDoan « Fri Dec 23, 2016 5:30 pm
Replies: 1
by tomemmerling » Fri Dec 23, 2016 11:38 am

1 Replies

6796 Views

Last post by TomDoan
Fri Dec 23, 2016 5:30 pm
Covariance Matrix for VAR Parameters

Last post by TomDoan « Tue Dec 20, 2016 1:43 pm
Replies: 1
by BobR » Tue Dec 20, 2016 1:34 pm

1 Replies

9674 Views

Last post by TomDoan
Tue Dec 20, 2016 1:43 pm
VECM forecast not fit reality

Last post by TomDoan « Mon Dec 12, 2016 11:21 am
Replies: 6
by Emilie_R » Sat Dec 10, 2016 7:46 am

6 Replies

11708 Views

Last post by TomDoan
Mon Dec 12, 2016 11:21 am
Conditional forecast

Last post by luching « Wed Dec 07, 2016 3:41 pm
Replies: 4
by luching » Wed Dec 07, 2016 12:32 pm

4 Replies

10276 Views

Last post by luching
Wed Dec 07, 2016 3:41 pm
Sign Restrictions with zero constraints

Last post by Yashodha « Thu Nov 10, 2016 2:14 am
Replies: 14
by Yashodha » Sun Oct 30, 2016 8:25 pm

14 Replies

23973 Views

Last post by Yashodha
Thu Nov 10, 2016 2:14 am
Combining IRFs

Last post by TomDoan « Wed Oct 26, 2016 2:50 pm
Replies: 1
by umee » Wed Oct 26, 2016 12:44 pm

1 Replies

6485 Views

Last post by TomDoan
Wed Oct 26, 2016 2:50 pm
Graphing IRFs

Last post by TomDoan « Wed Oct 26, 2016 12:34 pm
Replies: 1
by umee » Wed Oct 26, 2016 12:12 pm

1 Replies

6365 Views

Last post by TomDoan
Wed Oct 26, 2016 12:34 pm
Sign Restrictions-PFA

Last post by TomDoan « Wed Oct 26, 2016 10:53 am
Replies: 1
by indrani_5 » Tue Oct 25, 2016 10:39 pm

1 Replies

6141 Views

Last post by TomDoan
Wed Oct 26, 2016 10:53 am
Near-VAR with sign restrictions

Last post by TomDoan « Tue Oct 25, 2016 10:21 pm
Replies: 42
by Yashodha » Tue Aug 09, 2016 11:52 pm
1

2

3
42 Replies

67013 Views

Last post by TomDoan
Tue Oct 25, 2016 10:21 pm
Size of shock in VAR

Last post by sebaschoo « Wed Oct 05, 2016 4:45 pm
Replies: 6
by atanu » Fri Nov 06, 2015 7:25 am

6 Replies

13036 Views

Last post by sebaschoo
Wed Oct 05, 2016 4:45 pm

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