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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RATS 11: Free Trial Version

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

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Proxy SVARs

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

by e1983 » Wed Sep 28, 2016 12:18 pm

0 Replies

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Last post by e1983
Wed Sep 28, 2016 12:18 pm
Unit Root Test with Structural Breaks

Last post by TomDoan « Sun Aug 28, 2016 2:10 pm
Replies: 1
by Zankawa » Sat Aug 27, 2016 5:37 pm

1 Replies

5518 Views

Last post by TomDoan
Sun Aug 28, 2016 2:10 pm
SVAR Error messages and saving results

Last post by TomDoan « Tue Aug 23, 2016 12:41 pm
Replies: 1
by marvin2jhjh » Tue Aug 23, 2016 10:00 am

1 Replies

4716 Views

Last post by TomDoan
Tue Aug 23, 2016 12:41 pm
Converting Impulse Response functions

Last post by TomDoan « Tue Aug 16, 2016 7:34 pm
Replies: 7
by mshaigh » Mon Oct 27, 2014 11:05 am

7 Replies

12422 Views

Last post by TomDoan
Tue Aug 16, 2016 7:34 pm
Trouble with Kilian(1998) and time TREND

Last post by TomDoan « Mon Jul 25, 2016 6:12 pm
Replies: 1
by ijt » Wed Jul 13, 2016 7:59 am

1 Replies

5119 Views

Last post by TomDoan
Mon Jul 25, 2016 6:12 pm
Asking the code for sign restrictions

Last post by TomDoan « Sat Jul 16, 2016 5:03 pm
Replies: 13
by Lee Nguyen » Wed Jun 01, 2016 9:04 pm

13 Replies

18746 Views

Last post by TomDoan
Sat Jul 16, 2016 5:03 pm
Flipper with MONTESVAR_MH

Last post by allister « Fri Jul 15, 2016 3:19 pm
Replies: 3
by allister » Fri Jul 15, 2016 11:49 am

3 Replies

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Last post by allister
Fri Jul 15, 2016 3:19 pm
Optimum lag length for the TVP-VAR models

Last post by akdeniz_coskun « Thu Jun 30, 2016 4:13 pm

by akdeniz_coskun » Thu Jun 30, 2016 4:13 pm

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Last post by akdeniz_coskun
Thu Jun 30, 2016 4:13 pm
Variance Decomposition

Last post by TomDoan « Mon Jun 20, 2016 7:52 am
Replies: 13
by HypatiaCU » Tue Sep 23, 2014 3:20 pm

13 Replies

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Last post by TomDoan
Mon Jun 20, 2016 7:52 am
VAR with interaction term

Last post by TomDoan « Wed Jun 01, 2016 4:34 pm
Replies: 1
by PTillmann-436 » Wed Jun 01, 2016 2:11 pm

1 Replies

6451 Views

Last post by TomDoan
Wed Jun 01, 2016 4:34 pm
VAR Forecasts

Last post by Nabtheberliner « Wed Jun 01, 2016 4:16 pm
Replies: 10
by Nabtheberliner » Wed Apr 24, 2013 4:28 pm

10 Replies

15681 Views

Last post by Nabtheberliner
Wed Jun 01, 2016 4:16 pm
VAR with short run and long run restrictions

Last post by TomDoan « Fri May 13, 2016 7:09 am
Replies: 1
by indrani_5 » Fri May 13, 2016 2:57 am

1 Replies

4748 Views

Last post by TomDoan
Fri May 13, 2016 7:09 am
SVAR coding

Last post by TomDoan « Sat May 07, 2016 9:21 pm
Replies: 3
by indrani_5 » Sat May 07, 2016 12:57 am

3 Replies

6635 Views

Last post by TomDoan
Sat May 07, 2016 9:21 pm
Error bands in NEAR-VAR with short and long-run restrictions

Last post by Yashodha « Fri May 06, 2016 11:51 pm
Replies: 6
by Yashodha » Wed May 04, 2016 8:34 pm

6 Replies

8924 Views

Last post by Yashodha
Fri May 06, 2016 11:51 pm
detrending data

Last post by TomDoan « Thu May 05, 2016 12:10 pm
Replies: 1
by indrani_5 » Wed May 04, 2016 11:42 pm

1 Replies

5186 Views

Last post by TomDoan
Thu May 05, 2016 12:10 pm
Historical decomposition

Last post by TomDoan « Thu May 05, 2016 5:59 am
Replies: 1
by indrani_5 » Wed May 04, 2016 9:28 pm

1 Replies

4796 Views

Last post by TomDoan
Thu May 05, 2016 5:59 am
creating error bands

Last post by TomDoan « Mon Apr 25, 2016 12:06 pm
Replies: 16
by indrani_5 » Tue Apr 19, 2016 2:30 pm
1

2
16 Replies

22771 Views

Last post by TomDoan
Mon Apr 25, 2016 12:06 pm
VAR with assymetries

Last post by alvarezcc « Thu Apr 21, 2016 11:13 am
Replies: 2
by alvarezcc » Tue Apr 19, 2016 11:40 am

2 Replies

5491 Views

Last post by alvarezcc
Thu Apr 21, 2016 11:13 am
NearVAR - Identification and Diagnostic Tests

Last post by irin « Tue Apr 19, 2016 7:57 am
Replies: 8
by ditadal89 » Sun Jun 30, 2013 6:46 pm

8 Replies

17779 Views

Last post by irin
Tue Apr 19, 2016 7:57 am
VAR-sign restrictions-absurd results

Last post by indrani_5 « Thu Apr 14, 2016 12:56 am
Replies: 2
by indrani_5 » Wed Apr 13, 2016 3:25 am

2 Replies

5371 Views

Last post by indrani_5
Thu Apr 14, 2016 12:56 am
Kilian 1998 (RES)

Last post by randal_verbrugge « Fri Apr 08, 2016 2:37 pm
Replies: 2
by jonasdovern » Wed Jul 27, 2011 10:52 am

2 Replies

7155 Views

Last post by randal_verbrugge
Fri Apr 08, 2016 2:37 pm
Short and Long Run Restrictions,Correlated Structural Shock

Last post by abhishek « Thu Mar 31, 2016 12:41 pm
Replies: 15
by abhishek » Sun Feb 28, 2016 10:59 am
1

2
15 Replies

23457 Views

Last post by abhishek
Thu Mar 31, 2016 12:41 pm
Problem with Time Varying VAR

Last post by TomDoan « Tue Mar 29, 2016 12:50 pm
Replies: 3
by fructuoso » Mon Mar 28, 2016 3:54 am

3 Replies

6142 Views

Last post by TomDoan
Tue Mar 29, 2016 12:50 pm
heterogeneous autoregressive model(HAR)

Last post by TomDoan « Wed Mar 16, 2016 8:12 am
Replies: 12
by Michelle » Thu Mar 10, 2016 8:35 pm

12 Replies

13867 Views

Last post by TomDoan
Wed Mar 16, 2016 8:12 am
Cumulative Impulse Responses

Last post by TomDoan « Wed Feb 24, 2016 7:28 am
Replies: 1
by atanu » Wed Feb 24, 2016 5:39 am

1 Replies

5087 Views

Last post by TomDoan
Wed Feb 24, 2016 7:28 am

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