VARs (Vector Autoregression Models)

New Topic

Mark topics read • 449 topics

Page 2 of 18
- Jump to page:
Previous
1
2
3
4
5
…
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

1674530 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
Replies: 2
by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

2 Replies

1592253 Views

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

Topics

Replies

Views

Last post

Jorda's LP: compute standard deviations of IRFs

Last post by RomainR « Fri Jun 18, 2021 3:58 am
Replies: 2
by RomainR » Thu Jun 17, 2021 3:22 am

2 Replies

48956 Views

Last post by RomainR
Fri Jun 18, 2021 3:58 am
VAR diagnostic tests

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

by idomen » Tue May 18, 2021 10:45 am

0 Replies

27259 Views

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

Last post by Deepika « Fri Apr 16, 2021 11:22 am
Replies: 2
by Deepika » Sat Apr 10, 2021 1:37 pm

2 Replies

23951 Views

Last post by Deepika
Fri Apr 16, 2021 11:22 am
Error in PANEL STRUCTURAL VAR

Last post by TomDoan « Wed Mar 31, 2021 1:53 pm
Replies: 4
by polisci_nerd » Mon Mar 29, 2021 8:51 am

4 Replies

26571 Views

Last post by TomDoan
Wed Mar 31, 2021 1:53 pm
Error bands for over identified SVAR

Last post by AdamElderfield « Wed Nov 25, 2020 4:25 am
Replies: 2
by AdamElderfield » Mon Nov 23, 2020 2:26 pm

2 Replies

25211 Views

Last post by AdamElderfield
Wed Nov 25, 2020 4:25 am
Near VAR estimation

Last post by AdamElderfield « Sun Nov 22, 2020 1:42 am
Replies: 5
by AdamElderfield » Fri Nov 20, 2020 10:32 pm

5 Replies

28414 Views

Last post by AdamElderfield
Sun Nov 22, 2020 1:42 am
Kilian (1998) confidence interval

Last post by TomDoan « Thu Sep 17, 2020 2:34 pm
Replies: 4
by sleu123 » Fri Apr 18, 2014 8:01 am

4 Replies

30095 Views

Last post by TomDoan
Thu Sep 17, 2020 2:34 pm
BVAR

Last post by lfc160030 « Mon Sep 14, 2020 11:34 am
Replies: 2
by lfc160030 » Mon Sep 14, 2020 9:50 am

2 Replies

22652 Views

Last post by lfc160030
Mon Sep 14, 2020 11:34 am
VAR-Dimensions Concern

Last post by TomDoan « Thu Sep 10, 2020 4:19 pm
Replies: 2
by lfc160030 » Sun Sep 06, 2020 12:26 pm

2 Replies

22677 Views

Last post by TomDoan
Thu Sep 10, 2020 4:19 pm
Test for Resuduals Autocorrelation

Last post by TomDoan « Thu Sep 10, 2020 3:38 pm
Replies: 1
by lfc160030 » Thu Sep 10, 2020 1:40 pm

1 Replies

20739 Views

Last post by TomDoan
Thu Sep 10, 2020 3:38 pm
impulse response

Last post by TomDoan « Thu Jun 18, 2020 1:12 pm
Replies: 1
by ag_2018 » Thu Jun 18, 2020 12:33 pm

1 Replies

16356 Views

Last post by TomDoan
Thu Jun 18, 2020 1:12 pm
BLOCK EXOGENEITY SVAR

Last post by lfc160030 « Fri Jun 05, 2020 1:30 pm
Replies: 13
by lfc160030 » Wed Apr 15, 2020 8:22 pm

13 Replies

21862 Views

Last post by lfc160030
Fri Jun 05, 2020 1:30 pm
SOE SVAR

Last post by lfc160030 « Wed May 20, 2020 8:39 pm

by lfc160030 » Wed May 20, 2020 8:39 pm

0 Replies

6489 Views

Last post by lfc160030
Wed May 20, 2020 8:39 pm
forecasts using BVAR

Last post by TomDoan « Fri May 08, 2020 12:06 pm
Replies: 3
by Deepika » Tue Mar 17, 2020 12:15 pm

3 Replies

9210 Views

Last post by TomDoan
Fri May 08, 2020 12:06 pm
VECM & Generalised impulse response function interpretation

Last post by TomDoan « Thu Apr 16, 2020 11:15 am
Replies: 3
by huidan_xue » Wed Apr 15, 2020 12:54 pm

3 Replies

8745 Views

Last post by TomDoan
Thu Apr 16, 2020 11:15 am
Rescale the SVAR IRFs to 1 unit shock

Last post by BinhPham « Thu Apr 02, 2020 6:27 pm
Replies: 6
by BinhPham » Wed Apr 01, 2020 3:53 pm

6 Replies

10848 Views

Last post by BinhPham
Thu Apr 02, 2020 6:27 pm
Var with sign restriction

Last post by TomDoan « Tue Dec 17, 2019 4:10 pm
Replies: 5
by Zied_bct » Fri Nov 29, 2019 8:45 am

5 Replies

11964 Views

Last post by TomDoan
Tue Dec 17, 2019 4:10 pm
IRF as percent from baseline

Last post by TomDoan « Mon Oct 21, 2019 1:19 pm
Replies: 7
by lali62 » Sun Sep 29, 2019 11:48 am

7 Replies

12394 Views

Last post by TomDoan
Mon Oct 21, 2019 1:19 pm
VECM Causality 2 CIVs

Last post by victor « Wed Oct 16, 2019 8:39 am
Replies: 2
by victor » Sat Oct 12, 2019 5:25 pm

2 Replies

7700 Views

Last post by victor
Wed Oct 16, 2019 8:39 am
Error message for Montevar

Last post by TomDoan « Wed Oct 16, 2019 7:37 am
Replies: 3
by msrahman » Mon Oct 14, 2019 3:51 pm

3 Replies

8192 Views

Last post by TomDoan
Wed Oct 16, 2019 7:37 am
Impulse Responses and Error Bands

Last post by TomDoan « Fri Oct 11, 2019 9:30 pm
Replies: 1
by msrahman » Fri Oct 11, 2019 6:08 pm

1 Replies

6030 Views

Last post by TomDoan
Fri Oct 11, 2019 9:30 pm
Block Exogeneity Test

Last post by TomDoan « Wed Sep 18, 2019 9:52 am
Replies: 4
by sguerra » Mon Dec 04, 2006 4:20 pm

4 Replies

13782 Views

Last post by TomDoan
Wed Sep 18, 2019 9:52 am
Forecast function with shocks

Last post by TomDoan « Tue Sep 17, 2019 5:36 pm
Replies: 3
by lali62 » Tue Sep 17, 2019 2:59 pm

3 Replies

7698 Views

Last post by TomDoan
Tue Sep 17, 2019 5:36 pm
Is it possible to do the q test on the squared residual

Last post by TomDoan « Mon Sep 02, 2019 1:08 pm
Replies: 1
by yangdashan » Mon Sep 02, 2019 12:18 pm

1 Replies

6069 Views

Last post by TomDoan
Mon Sep 02, 2019 1:08 pm
SVAR and MGARCH

Last post by TomDoan « Mon Sep 02, 2019 7:49 am
Replies: 5
by luxu1983 » Fri Mar 12, 2010 8:10 pm

5 Replies

11611 Views

Last post by TomDoan
Mon Sep 02, 2019 7:49 am

New Topic

Mark topics read • 449 topics

Page 2 of 18
- Jump to page:
Previous
1
2
3
4
5
…
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