VARs (Vector Autoregression Models)

New Topic

Mark topics read • 449 topics

Page 11 of 18
- Jump to page:
Previous
1
…
9
10
11
12
13
…
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

2731698 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

2622385 Views

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

Topics

Replies

Views

Last post

Kalman and residual variance

Last post by tclark « Fri Aug 30, 2013 5:23 pm
Replies: 2
by tclark » Fri Aug 30, 2013 4:08 pm

2 Replies

5546 Views

Last post by tclark
Fri Aug 30, 2013 5:23 pm
VAR Order Selection

Last post by Nabtheberliner « Wed Aug 28, 2013 6:03 pm
Replies: 3
by Nabtheberliner » Wed Aug 28, 2013 12:52 pm

3 Replies

6858 Views

Last post by Nabtheberliner
Wed Aug 28, 2013 6:03 pm
Using same estimated VAR over different samples.

Last post by TomDoan « Thu Aug 15, 2013 5:41 pm
Replies: 1
by macro_man » Thu Aug 15, 2013 5:34 pm

1 Replies

4463 Views

Last post by TomDoan
Thu Aug 15, 2013 5:41 pm
BVARBuildPriorMN

Last post by TomDoan « Wed Aug 14, 2013 5:47 pm
Replies: 3
by AhmedSahlool » Wed Aug 14, 2013 11:11 am

3 Replies

6071 Views

Last post by TomDoan
Wed Aug 14, 2013 5:47 pm
Structural Residuals

Last post by TomDoan « Tue Aug 13, 2013 5:07 pm
Replies: 3
by rzulfadin » Mon Aug 12, 2013 8:25 pm

3 Replies

6117 Views

Last post by TomDoan
Tue Aug 13, 2013 5:07 pm
independent Normal-Wishart prior

Last post by AhmedSahlool « Fri Aug 09, 2013 10:17 am
Replies: 18
by AhmedSahlool » Thu Jul 04, 2013 3:14 pm
1

2
18 Replies

30470 Views

Last post by AhmedSahlool
Fri Aug 09, 2013 10:17 am
Comparing SVAR results in RATS with Eviews

Last post by TomDoan « Mon Jul 22, 2013 9:40 am
Replies: 7
by alvarezcc » Fri Aug 05, 2011 1:48 pm

7 Replies

12537 Views

Last post by TomDoan
Mon Jul 22, 2013 9:40 am
Panel VAR

Last post by RomainR « Fri Jul 19, 2013 2:31 pm
Replies: 4
by RomainR » Fri Jul 19, 2013 8:48 am

4 Replies

7767 Views

Last post by RomainR
Fri Jul 19, 2013 2:31 pm
Short and Long Run Identification in Bayesian VAR

Last post by TomDoan « Thu Jun 27, 2013 12:05 pm
Replies: 1
by AhmedSahlool » Thu Jun 27, 2013 7:55 am

1 Replies

5096 Views

Last post by TomDoan
Thu Jun 27, 2013 12:05 pm
the critical values for the OIR restriction test in SVAR

Last post by res84529 « Tue Jun 18, 2013 9:13 pm
Replies: 8
by res84529 » Sun Apr 28, 2013 4:21 am

8 Replies

12699 Views

Last post by res84529
Tue Jun 18, 2013 9:13 pm
Date of applying a shock on VECM

Last post by TomDoan « Mon Jun 10, 2013 10:24 am
Replies: 1
by fadimohamed » Mon Jun 10, 2013 7:34 am

1 Replies

4826 Views

Last post by TomDoan
Mon Jun 10, 2013 10:24 am
Global VAR

Last post by TomDoan « Thu Jun 06, 2013 3:58 pm
Replies: 3
by emi_kinf » Sun Jun 02, 2013 12:14 pm

3 Replies

7719 Views

Last post by TomDoan
Thu Jun 06, 2013 3:58 pm
Time Varying VAR with Errors Hetero and Exogenous Variables

Last post by AhmedSahlool « Thu May 30, 2013 4:29 am
Replies: 2
by AhmedSahlool » Tue May 28, 2013 10:17 am

2 Replies

5775 Views

Last post by AhmedSahlool
Thu May 30, 2013 4:29 am
full identification-FEVD problem

Last post by KOBE24 « Wed May 22, 2013 2:36 pm
Replies: 2
by KOBE24 » Wed May 22, 2013 12:42 pm

2 Replies

6799 Views

Last post by KOBE24
Wed May 22, 2013 2:36 pm
BQDoDraws for more than 2 variables

Last post by TomDoan « Thu May 02, 2013 11:18 am
Replies: 4
by ursula » Wed Jul 01, 2009 12:56 pm

4 Replies

8387 Views

Last post by TomDoan
Thu May 02, 2013 11:18 am
Extract Structural Shocks from the FAVAR

Last post by TomDoan « Fri Apr 19, 2013 12:11 pm
Replies: 3
by sschenatntu » Tue Apr 16, 2013 9:28 am

3 Replies

6566 Views

Last post by TomDoan
Fri Apr 19, 2013 12:11 pm
Recursived Forecast VAR Model

Last post by TomDoan « Tue Apr 02, 2013 11:23 am
Replies: 11
by Trankied » Wed Mar 27, 2013 1:28 am

11 Replies

14050 Views

Last post by TomDoan
Tue Apr 02, 2013 11:23 am
volatility spillover

Last post by ibrahim « Fri Mar 22, 2013 3:20 pm
Replies: 9
by ibrahim » Wed Mar 20, 2013 3:48 pm

9 Replies

12883 Views

Last post by ibrahim
Fri Mar 22, 2013 3:20 pm
Interpreting Impulse Responses coming out of RWZ approach

Last post by TomDoan « Sat Mar 02, 2013 8:45 am
Replies: 1
by AmateurRatsUser » Sat Mar 02, 2013 5:26 am

1 Replies

5569 Views

Last post by TomDoan
Sat Mar 02, 2013 8:45 am
Sign restrictions with non-recursive decomposition

Last post by TomDoan « Fri Feb 01, 2013 8:28 am
Replies: 11
by AmateurRatsUser » Sun Jan 06, 2013 9:57 am

11 Replies

17238 Views

Last post by TomDoan
Fri Feb 01, 2013 8:28 am
How to save residuals of a mutilivariate estimation

Last post by g_defi « Mon Jan 28, 2013 7:11 am
Replies: 2
by g_defi » Fri Jan 25, 2013 9:55 am

2 Replies

6728 Views

Last post by g_defi
Mon Jan 28, 2013 7:11 am
Testing overidentifying SVAR models

Last post by bonilla « Wed Jan 23, 2013 3:59 am
Replies: 2
by bonilla » Tue Jan 22, 2013 4:55 pm

2 Replies

5784 Views

Last post by bonilla
Wed Jan 23, 2013 3:59 am
Dummy Implementation of Minnesota Prior

Last post by tclark « Fri Dec 21, 2012 8:27 am
Replies: 4
by dareios82 » Thu Dec 06, 2012 3:08 pm

4 Replies

10639 Views

Last post by tclark
Fri Dec 21, 2012 8:27 am
IRF table in Blanchard and Quah code?

Last post by TomDoan « Wed Dec 12, 2012 6:00 pm
Replies: 1
by marko3499 » Wed Dec 12, 2012 11:42 am

1 Replies

4648 Views

Last post by TomDoan
Wed Dec 12, 2012 6:00 pm
Variance Decomposition in SVAR

Last post by TomDoan « Tue Nov 13, 2012 8:19 am
Replies: 6
by WALLE » Thu Jul 28, 2011 10:49 pm

6 Replies

10650 Views

Last post by TomDoan
Tue Nov 13, 2012 8:19 am

New Topic

Mark topics read • 449 topics

Page 11 of 18
- Jump to page:
Previous
1
…
9
10
11
12
13
…
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