VARs (Vector Autoregression Models)

New Topic

Mark topics read • 448 topics

Page 5 of 18
- Jump to page:
Previous
1
…
3
4
5
6
7
…
18
Next

Announcements

Replies

Views

Last post

RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
Posted in Forum Announcements

by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

0 Replies

1394782 Views

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

Last post by TomDoan « Wed May 01, 2024 11:40 am
Posted in RATS Product Announcements

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

0 Replies

1345232 Views

Last post by TomDoan
Wed May 01, 2024 11:40 am

Topics

Replies

Views

Last post

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

25471 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

17789 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

5949 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

9753 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

12626 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

5636 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

9188 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

12257 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

6436 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

5831 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

11012 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

6712 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

11374 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

34859 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

5795 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

8696 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

10096 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

8887 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

21528 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

5526 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

5463 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

5184 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

58335 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

11446 Views

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

Last post by e1983 « Wed Sep 28, 2016 12:18 pm

by e1983 » Wed Sep 28, 2016 12:18 pm

0 Replies

4760 Views

Last post by e1983
Wed Sep 28, 2016 12:18 pm

New Topic

Mark topics read • 448 topics

Page 5 of 18
- Jump to page:
Previous
1
…
3
4
5
6
7
…
18
Next

Return to Board Index

Forum permissions

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum