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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Beyesian Error Bands Calculation

Last post by TomDoan « Sun Nov 11, 2012 10:26 am
Replies: 3
by xswz » Thu Nov 08, 2012 7:48 pm

3 Replies

6525 Views

Last post by TomDoan
Sun Nov 11, 2012 10:26 am
Informative Normal-Wishart Litterman Prior

Last post by Andy_T « Thu Nov 08, 2012 7:04 am
Replies: 4
by Andy_T » Thu Oct 04, 2012 10:26 am

4 Replies

8497 Views

Last post by Andy_T
Thu Nov 08, 2012 7:04 am
save VAR coefficients matrix into series

Last post by TomDoan « Thu Nov 01, 2012 8:45 pm
Replies: 1
by xswz » Thu Nov 01, 2012 12:28 pm

1 Replies

4968 Views

Last post by TomDoan
Thu Nov 01, 2012 8:45 pm
structural factorization based on forecast innovations

Last post by Barsky2718 « Tue Oct 30, 2012 6:58 am
Replies: 1
by Barsky2718 » Mon Oct 29, 2012 5:05 pm

1 Replies

4453 Views

Last post by Barsky2718
Tue Oct 30, 2012 6:58 am
Re: Interpretation of Coefficients in VAR Model

Last post by TomDoan « Tue Oct 16, 2012 10:29 am
Replies: 1
by alim » Tue Oct 16, 2012 7:11 am

1 Replies

4709 Views

Last post by TomDoan
Tue Oct 16, 2012 10:29 am
MonteVAR for SRLR

Last post by TomDoan « Tue Oct 02, 2012 8:41 pm
Replies: 1
by macro_man » Tue Oct 02, 2012 3:52 pm

1 Replies

4584 Views

Last post by TomDoan
Tue Oct 02, 2012 8:41 pm
Generalized Variance Decomposition with Constraints

Last post by Masafumi « Wed Sep 19, 2012 2:31 pm
Replies: 8
by Masafumi » Wed Sep 19, 2012 10:07 am

8 Replies

15686 Views

Last post by Masafumi
Wed Sep 19, 2012 2:31 pm
Long Run Restrictions Via Sign Restrictions

Last post by TomDoan « Wed Sep 05, 2012 7:16 pm
Replies: 1
by macro_man » Wed Sep 05, 2012 5:12 pm

1 Replies

5032 Views

Last post by TomDoan
Wed Sep 05, 2012 7:16 pm
Problem with MONTEZHA.PRC

Last post by TomDoan « Wed Aug 29, 2012 9:31 am
Replies: 5
by measilva » Fri May 29, 2009 1:32 pm

5 Replies

9321 Views

Last post by TomDoan
Wed Aug 29, 2012 9:31 am
IRF minimum distance estimator

Last post by TomDoan « Sat Aug 25, 2012 7:46 am
Replies: 16
by chaveslima » Fri Jul 06, 2012 5:15 pm
1

2
16 Replies

30915 Views

Last post by TomDoan
Sat Aug 25, 2012 7:46 am
Parameter stability test of VAR parameters

Last post by TomDoan « Tue Aug 21, 2012 2:18 pm
Replies: 1
by ecrgap » Fri Nov 26, 2010 12:10 pm

1 Replies

5988 Views

Last post by TomDoan
Tue Aug 21, 2012 2:18 pm
Variance Decomposition for MONTEZHA.PRC

Last post by TomDoan « Tue Aug 14, 2012 12:58 pm
Replies: 3
by bonilla » Wed Aug 01, 2012 10:42 am

3 Replies

6440 Views

Last post by TomDoan
Tue Aug 14, 2012 12:58 pm
VAR with multivariate variables

Last post by Snow « Thu Aug 09, 2012 6:23 pm

by Snow » Thu Aug 09, 2012 6:23 pm

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Last post by Snow
Thu Aug 09, 2012 6:23 pm
Bayoumi and Eichengreen (1993)

Last post by TomDoan « Wed Jun 27, 2012 11:16 am
Replies: 10
by WALLE » Mon Apr 02, 2012 5:25 pm

10 Replies

14408 Views

Last post by TomDoan
Wed Jun 27, 2012 11:16 am
How can I save output value data from Rats

Last post by marvin2jhjh « Mon Jun 25, 2012 10:14 pm
Replies: 2
by marvin2jhjh » Mon Jun 18, 2012 2:42 pm

2 Replies

6318 Views

Last post by marvin2jhjh
Mon Jun 25, 2012 10:14 pm
@TVARSET

Last post by moderator « Mon Jun 25, 2012 10:13 am
Replies: 1
by victor » Fri Jun 22, 2012 9:58 pm

1 Replies

4712 Views

Last post by moderator
Mon Jun 25, 2012 10:13 am
SVAR model using CVMODEL

Last post by kwangsooKo « Thu Jun 07, 2012 10:05 pm
Replies: 6
by kwangsooKo » Wed May 23, 2012 6:33 am

6 Replies

10623 Views

Last post by kwangsooKo
Thu Jun 07, 2012 10:05 pm
Impulse Response Function

Last post by TomDoan « Fri Jun 01, 2012 12:40 pm
Replies: 6
by AhmedSahlool » Wed May 30, 2012 5:02 pm

6 Replies

12904 Views

Last post by TomDoan
Fri Jun 01, 2012 12:40 pm
volatility impulse response functions

Last post by TomDoan « Fri Jun 01, 2012 12:36 pm
Replies: 1
by chiade » Mon Apr 23, 2012 9:16 am

1 Replies

10777 Views

Last post by TomDoan
Fri Jun 01, 2012 12:36 pm
Hiemstra-Jones test for Granger Non-causality

Last post by TomDoan « Thu May 31, 2012 3:06 pm
Replies: 1
by vinayadhikari » Sun Apr 17, 2011 12:42 pm

1 Replies

6262 Views

Last post by TomDoan
Thu May 31, 2012 3:06 pm
Global VAR

Last post by TomDoan « Thu May 24, 2012 10:20 am
Replies: 1
by emi_kinf » Wed May 23, 2012 10:54 pm

1 Replies

4666 Views

Last post by TomDoan
Thu May 24, 2012 10:20 am
Properties of VAR Residuals

Last post by TomDoan « Sun May 20, 2012 5:22 pm
Replies: 3
by AhmedSahlool » Sat May 19, 2012 10:32 am

3 Replies

7309 Views

Last post by TomDoan
Sun May 20, 2012 5:22 pm
Near VAR

Last post by TomDoan « Fri May 18, 2012 9:58 am
Replies: 3
by AhmedSahlool » Thu May 17, 2012 8:13 am

3 Replies

6762 Views

Last post by TomDoan
Fri May 18, 2012 9:58 am
Example of Annual VAR

Last post by TVolscho-286 « Tue May 15, 2012 8:31 am
Replies: 2
by TVolscho-286 » Mon May 14, 2012 4:01 pm

2 Replies

5272 Views

Last post by TVolscho-286
Tue May 15, 2012 8:31 am
Discreate sudden break in a VAR model

Last post by TomDoan « Thu May 03, 2012 4:06 pm
Replies: 3
by AhmedSahlool » Thu May 03, 2012 9:41 am

3 Replies

6791 Views

Last post by TomDoan
Thu May 03, 2012 4:06 pm

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