Examples and Sample Code

New Topic

Mark topics read • 283 topics

Page 1 of 12
- Jump to page:
1
2
3
4
5
…
12
Next

Announcements

Replies

Views

Last post

RATS Version 11

Last post by TomDoan « Tue May 27, 2025 3:51 pm
Posted in Forum Announcements

by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

0 Replies

842255 Views

Last post by TomDoan
Tue May 27, 2025 3:51 pm
RATS 10.1: Free Trial Version

Last post by TomDoan « Wed May 01, 2024 11:40 am
Posted in RATS Product Announcements

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

0 Replies

857813 Views

Last post by TomDoan
Wed May 01, 2024 11:40 am

Topics

Replies

Views

Last post

Terasvirta 1994 STAR Models

Last post by TomDoan « Thu Jun 05, 2025 1:51 pm
Replies: 2
by TomDoan » Mon Aug 20, 2012 11:04 am

2 Replies

10054 Views

Last post by TomDoan
Thu Jun 05, 2025 1:51 pm
LASSO—Least Absolute Shrinkage and Selection Operator

Last post by TomDoan « Tue May 27, 2025 4:08 pm

by TomDoan » Mon Nov 04, 2024 7:55 am

0 Replies

1191 Views

Last post by TomDoan
Tue May 27, 2025 4:08 pm
Jorda(2005)—Local Projection Impulse Responses

Last post by TomDoan « Thu Mar 27, 2025 1:11 pm
Replies: 12
by TomDoan » Mon Jul 23, 2018 3:12 pm

12 Replies

41254 Views

Last post by TomDoan
Thu Mar 27, 2025 1:11 pm
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
1

2
27 Replies

62924 Views

Last post by TomDoan
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
1

2

3

4

5

6
89 Replies

129555 Views

Last post by TomDoan
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

35284 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

7321 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
1

2
19 Replies

63902 Views

Last post by TomDoan
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

2010 Views

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

9622 Views

Last post by TomDoan
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
1

2
17 Replies

74724 Views

Last post by TomDoan
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

0 Replies

6183 Views

Last post by TomDoan
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

0 Replies

6435 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

0 Replies

1578 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

0 Replies

24654 Views

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

0 Replies

23938 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

32571 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

26237 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

23679 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

26099 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

23525 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

0 Replies

26372 Views

Last post by TomDoan
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

0 Replies

5367 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

0 Replies

2117 Views

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

0 Replies

2098 Views

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

New Topic

Mark topics read • 283 topics

Page 1 of 12
- Jump to page:
1
2
3
4
5
…
12
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