VARs (Vector Autoregression Models)

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RATS Version 11.1

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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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impulse graphs

Last post by TomDoan « Thu Feb 18, 2010 9:29 am
Replies: 3
by asdavies6032 » Mon Feb 15, 2010 2:00 pm

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Last post by TomDoan
Thu Feb 18, 2010 9:29 am
how to display the residual covariance matrix for VAR

Last post by TomDoan « Tue Feb 16, 2010 11:45 am
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by chenlili8315 » Mon Feb 15, 2010 8:19 pm

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Last post by TomDoan
Tue Feb 16, 2010 11:45 am
Peersman 2004 OBES

Last post by TomDoan « Tue Feb 02, 2010 9:35 am
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by KOBE24 » Fri Jan 08, 2010 4:10 am

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Last post by TomDoan
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Code for MacroFinance Analysis

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by nacrointfin » Fri Jan 29, 2010 2:35 am

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Gali QJE 1992 Replication Files

Last post by TomDoan « Mon Apr 02, 2018 7:56 pm

by TomDoan » Mon Jun 29, 2009 11:45 am

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bootstrap forecast

Last post by TomDoan « Tue Jan 19, 2010 8:24 pm
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by luxu1983 » Fri Oct 23, 2009 7:55 am

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Tue Jan 19, 2010 8:24 pm
Heteroskedasticity-Robust F Statistic

Last post by TomDoan « Wed Jan 06, 2010 5:44 pm
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by luxu1983 » Wed Jan 06, 2010 2:55 am

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Last post by TomDoan
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Confidence intervals for a BVAR IRF

Last post by TomDoan « Tue Dec 29, 2009 2:16 pm
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by pcruzd » Tue Dec 29, 2009 9:54 am

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Last post by TomDoan
Tue Dec 29, 2009 2:16 pm
R squared for VAR -Estimation by cointegrated least square

Last post by TomDoan « Thu Nov 05, 2009 2:15 pm
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by Nadiarock1 » Wed Oct 28, 2009 10:57 am

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CI with break: Lütkepohl, Saikkonnen and Trenkler (2004)

Last post by Anna « Sun Oct 18, 2009 8:21 am

by Anna » Sun Oct 18, 2009 8:21 am

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Last post by Anna
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error bands

Last post by MC128 « Fri Oct 09, 2009 6:00 am

by MC128 » Fri Oct 09, 2009 6:00 am

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Last post by MC128
Fri Oct 09, 2009 6:00 am
Condition.src Procedure

Last post by Gary « Wed Oct 07, 2009 12:20 pm
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by Gary » Sun Oct 04, 2009 2:04 pm

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5298 Views

Last post by Gary
Wed Oct 07, 2009 12:20 pm
CVmodel

Last post by TomDoan « Tue Oct 06, 2009 10:57 am
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by MC128 » Tue Oct 06, 2009 5:50 am

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Restriction on coefficients

Last post by MC128 « Sun Oct 04, 2009 7:47 am
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by MC128 » Fri Oct 02, 2009 3:11 am

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Last post by MC128
Sun Oct 04, 2009 7:47 am
Converting monthly errors to quarterly

Last post by TomDoan « Fri Oct 02, 2009 2:28 pm
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by raphael » Fri Sep 25, 2009 12:24 pm

3 Replies

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Last post by TomDoan
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Out-of-sample forecasts

Last post by moderator « Tue Sep 29, 2009 4:16 pm
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by raphael » Mon Sep 28, 2009 8:50 am

3 Replies

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Tue Sep 29, 2009 4:16 pm
how to change coefficients in an estimated VAR system

Last post by horsehandsome « Tue Sep 29, 2009 2:12 pm
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by horsehandsome » Mon Sep 28, 2009 1:20 pm

2 Replies

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Last post by horsehandsome
Tue Sep 29, 2009 2:12 pm
Variable Specific Prior (Mean) Restrictions on BVARs

Last post by rangangupta « Sun Sep 20, 2009 3:05 pm
Replies: 5
by rangangupta » Sat Sep 19, 2009 3:30 am

5 Replies

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Last post by rangangupta
Sun Sep 20, 2009 3:05 pm
Bayesian SVAR

Last post by TomDoan « Sat Sep 19, 2009 2:02 pm
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by MC128 » Sat Sep 19, 2009 5:39 am

3 Replies

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Last post by TomDoan
Sat Sep 19, 2009 2:02 pm
Fully Modified VAR

Last post by TomDoan « Fri Sep 18, 2009 2:25 pm
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by Anna » Fri Sep 18, 2009 1:02 pm

1 Replies

4375 Views

Last post by TomDoan
Fri Sep 18, 2009 2:25 pm
Error correction Models with Cointegration vector FMOLS

Last post by luxu1983 « Mon Sep 14, 2009 6:45 am
Replies: 2
by Nadiarock1 » Thu Sep 10, 2009 8:30 am

2 Replies

6065 Views

Last post by luxu1983
Mon Sep 14, 2009 6:45 am
Near-VAR

Last post by TomDoan « Thu Sep 10, 2009 2:52 pm
Replies: 1
by raphael » Thu Sep 10, 2009 12:34 pm

1 Replies

5004 Views

Last post by TomDoan
Thu Sep 10, 2009 2:52 pm
Blanchard and Perotti (2002)

Last post by MC128 « Wed Sep 09, 2009 12:03 am
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by MC128 » Tue Sep 08, 2009 5:05 am

2 Replies

7212 Views

Last post by MC128
Wed Sep 09, 2009 12:03 am
impulse question

Last post by moderator « Wed Aug 19, 2009 9:22 am
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by luxu1983 » Wed Aug 19, 2009 8:03 am

1 Replies

4679 Views

Last post by moderator
Wed Aug 19, 2009 9:22 am
Sims & Zha Econometrica 1999 Replication files

Last post by TomDoan « Thu Oct 27, 2016 10:30 am
Replies: 2
by TomDoan » Tue Aug 14, 2012 2:00 pm

2 Replies

10625 Views

Last post by TomDoan
Thu Oct 27, 2016 10:30 am

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