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RATS Version 11

Last post by TomDoan « Tue May 27, 2025 3:51 pm
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by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

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RATS 10.1: Free Trial Version

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

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LASSO—Least Absolute Shrinkage and Selection Operator

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Replies: 1
by TomDoan » Mon Nov 04, 2024 7:55 am

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Terasvirta 1994 STAR Models

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by TomDoan » Mon Aug 20, 2012 11:04 am

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by TomDoan » Mon Jul 23, 2018 3:12 pm

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Hafner Herwartz 2006

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by TomDoan » Tue May 15, 2012 10:35 am
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63327 Views

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Sat Mar 01, 2025 4:36 am
Gray JFE 1996 Markov Switching GARCH model

Last post by TomDoan « Sat Mar 01, 2025 4:33 am
Replies: 89
by TomDoan » Thu Aug 30, 2012 5:05 pm
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89 Replies

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Sat Mar 01, 2025 4:33 am
Filardo JBES 1994 Time-Varying MS Model

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by TomDoan » Wed Dec 30, 2009 3:57 pm

14 Replies

35542 Views

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Camacho JEL 2011

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Replies: 7
by TomDoan » Sat Oct 26, 2013 3:34 pm

7 Replies

7496 Views

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Mountford & Uhlig JAE 2009 replication files

Last post by TomDoan « Sat Feb 08, 2025 7:34 am
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by TomDoan » Tue Aug 25, 2009 10:39 am
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Farrant and Peersman JMCB 2006—VAR with Sign Restrictions

Last post by economics99 « Tue Feb 04, 2025 4:12 am
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by TomDoan » Mon Jan 06, 2025 3:31 pm

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Lanne-Lutkepohl JMCB 2008 (Identification by volatility)

Last post by TomDoan « Sun Feb 02, 2025 5:13 pm
Replies: 2
by TomDoan » Thu Jul 01, 2010 8:05 pm

2 Replies

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Bjornland-Leitemo JME 2009

Last post by TomDoan « Mon Jan 06, 2025 3:43 pm
Replies: 17
by TomDoan » Wed Jun 29, 2011 1:28 pm
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17 Replies

74936 Views

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Mon Jan 06, 2025 3:43 pm
Faust Leeper JBES 1997 BQ factorizations

Last post by TomDoan « Mon Jan 06, 2025 3:26 pm

by TomDoan » Wed Mar 30, 2011 9:52 am

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Faust(1998) VAR Shock isolation

Last post by TomDoan « Mon Jan 06, 2025 3:26 pm

by TomDoan » Fri Jun 01, 2012 12:27 pm

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Kilian AER 2009—VAR Analysis of Oil Market/Macro Data

Last post by TomDoan « Mon Jan 06, 2025 3:19 pm

by TomDoan » Mon Jan 06, 2025 3:19 pm

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Mon Jan 06, 2025 3:19 pm
VOLATILITYESTIMATES—Estimating Volatility from Transactions

Last post by TomDoan « Mon Dec 30, 2024 9:45 am

by TomDoan » Sun Oct 08, 2023 7:13 pm

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VECMGARCH.RPF—GARCH model with VECM mean process

Last post by TomDoan « Mon Dec 30, 2024 9:43 am

by TomDoan » Sun Apr 30, 2017 8:13 pm

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24038 Views

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by TomDoan » Sun Apr 30, 2017 8:03 pm

8 Replies

32681 Views

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Last post by TomDoan « Mon Dec 30, 2024 9:40 am

by TomDoan » Fri Apr 05, 2024 3:50 pm

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VARMAGARCH—GARCH model with multivariate VARMA mean model

Last post by TomDoan « Mon Dec 30, 2024 9:39 am

by TomDoan » Thu Jun 15, 2017 11:29 am

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Mon Dec 30, 2024 9:39 am
VARLAG—Choice of lag length in a VAR

Last post by TomDoan « Mon Dec 30, 2024 9:37 am

by TomDoan » Fri Apr 05, 2024 10:11 am

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Last post by TomDoan
Mon Dec 30, 2024 9:37 am
VARGARCHSIMULATE—Simulation of a VAR with GARCH errors

Last post by TomDoan « Mon Dec 30, 2024 9:34 am

by TomDoan » Mon Jun 26, 2017 1:15 pm

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Last post by TomDoan
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VARCAUSE—Block exogeneity test in a VAR

Last post by TomDoan « Mon Dec 30, 2024 9:32 am

by TomDoan » Fri Apr 05, 2024 10:36 am

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26469 Views

Last post by TomDoan
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UNITROOTBREAK—Unit root tests with breaks

Last post by TomDoan « Mon Dec 30, 2024 9:31 am

by TomDoan » Fri May 05, 2017 4:21 pm

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5454 Views

Last post by TomDoan
Mon Dec 30, 2024 9:31 am
UNITROOT—Unit Root Testing

Last post by TomDoan « Mon Dec 30, 2024 9:29 am

by TomDoan » Mon Dec 30, 2024 9:29 am

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UNION—Estimation of logit, probit and related models

Last post by TomDoan « Mon Dec 30, 2024 9:26 am

by TomDoan » Mon Dec 30, 2024 9:26 am

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2217 Views

Last post by TomDoan
Mon Dec 30, 2024 9:26 am

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