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RATS Version 10.10d

Last post by TomDoan « Tue Nov 19, 2024 9:41 am
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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

Last post by TomDoan « Wed May 01, 2024 11:40 am
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by TomDoan » Wed Mar 27, 2013 12:39 pm » in Forum Announcements

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Hafner Herwartz 2006

Last post by TomDoan « Sat Mar 01, 2025 4:36 am
Replies: 27
by TomDoan » Tue May 15, 2012 10:35 am
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27 Replies

58224 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

106846 Views

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

Last post by TomDoan « Sat Mar 01, 2025 4:26 am
Replies: 14
by TomDoan » Wed Dec 30, 2009 3:57 pm

14 Replies

33166 Views

Last post by TomDoan
Sat Mar 01, 2025 4:26 am
Camacho JEL 2011

Last post by Tsaritsa « Thu Feb 13, 2025 10:35 am
Replies: 7
by TomDoan » Sat Oct 26, 2013 3:34 pm

7 Replies

5253 Views

Last post by Tsaritsa
Thu Feb 13, 2025 10:35 am
Mountford & Uhlig JAE 2009 replication files

Last post by TomDoan « Sat Feb 08, 2025 7:34 am
Replies: 19
by TomDoan » Tue Aug 25, 2009 10:39 am
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58805 Views

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Sat Feb 08, 2025 7:34 am
Farrant and Peersman JMCB 2006—VAR with Sign Restrictions

Last post by economics99 « Tue Feb 04, 2025 4:12 am
Replies: 2
by TomDoan » Mon Jan 06, 2025 3:31 pm

2 Replies

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Last post by economics99
Tue Feb 04, 2025 4:12 am
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

8349 Views

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Sun Feb 02, 2025 5:13 pm
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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71954 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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Mon Jan 06, 2025 3:26 pm
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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5468 Views

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

Last post by TomDoan
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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Last post by TomDoan
Mon Dec 30, 2024 9:45 am
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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22923 Views

Last post by TomDoan
Mon Dec 30, 2024 9:43 am
VECMCAUSE.RPF—Causality tests in error correction model

Last post by TomDoan « Mon Dec 30, 2024 9:42 am
Replies: 8
by TomDoan » Sun Apr 30, 2017 8:03 pm

8 Replies

31697 Views

Last post by TomDoan
Mon Dec 30, 2024 9:42 am
VARSTABILITY—Test of coefficient stability in VAR

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

by TomDoan » Fri Apr 05, 2024 3:50 pm

0 Replies

25330 Views

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

0 Replies

22737 Views

Last post by TomDoan
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

0 Replies

25185 Views

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

0 Replies

22561 Views

Last post by TomDoan
Mon Dec 30, 2024 9:34 am
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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25467 Views

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Mon Dec 30, 2024 9:32 am
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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4429 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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Last post by TomDoan
Mon Dec 30, 2024 9:29 am
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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925 Views

Last post by TomDoan
Mon Dec 30, 2024 9:26 am
TVARYING—Time-Varying Coefficients Estimate of VAR

Last post by TomDoan « Mon Dec 30, 2024 9:24 am

by TomDoan » Fri Aug 02, 2024 11:06 am

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1025 Views

Last post by TomDoan
Mon Dec 30, 2024 9:24 am
TVARSET—Time-Varying Coefficients Estimate of VAR

Last post by TomDoan « Mon Dec 30, 2024 9:23 am

by TomDoan » Fri Aug 02, 2024 11:09 am

0 Replies

1012 Views

Last post by TomDoan
Mon Dec 30, 2024 9:23 am
TOBIT—Estimation of models with censored data

Last post by TomDoan « Mon Dec 30, 2024 9:22 am

by TomDoan » Mon Dec 30, 2024 9:22 am

0 Replies

903 Views

Last post by TomDoan
Mon Dec 30, 2024 9:22 am

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