Examples and Sample Code

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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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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

70776 Views

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Mon Jan 06, 2025 3:43 pm
Farrant and Peersman JMCB 2006—VAR with Sign Restrictions

Last post by TomDoan « Mon Jan 06, 2025 3:31 pm

by TomDoan » Mon Jan 06, 2025 3:31 pm

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Last post by TomDoan
Mon Jan 06, 2025 3:31 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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4888 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

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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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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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23383 Views

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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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22582 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

31220 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

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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

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22435 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

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24904 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

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22256 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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25219 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

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4161 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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569 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

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561 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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679 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

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692 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

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557 Views

Last post by TomDoan
Mon Dec 30, 2024 9:22 am
Camacho JEL 2011

Last post by Tsaritsa « Sat Dec 28, 2024 3:58 pm
Replies: 3
by TomDoan » Sat Oct 26, 2013 3:34 pm

3 Replies

4559 Views

Last post by Tsaritsa
Sat Dec 28, 2024 3:58 pm
TARMODELS—Specification and Estimation of STAR Model

Last post by TomDoan « Fri Dec 20, 2024 9:07 am

by TomDoan » Thu Aug 31, 2023 12:21 pm

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23625 Views

Last post by TomDoan
Fri Dec 20, 2024 9:07 am
SWARCH—Markov Switching ARCH Model

Last post by fan « Fri Dec 20, 2024 8:44 am
Replies: 3
by TomDoan » Mon Dec 02, 2013 10:20 pm

3 Replies

8699 Views

Last post by fan
Fri Dec 20, 2024 8:44 am
SWAMY—Random Coefficients Estimator for Panel Data

Last post by TomDoan « Fri Dec 20, 2024 8:39 am

by TomDoan » Fri Dec 20, 2024 8:39 am

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524 Views

Last post by TomDoan
Fri Dec 20, 2024 8:39 am
SV.RPF—State-space approximation to stochastic volatility

Last post by TomDoan « Fri Dec 20, 2024 8:37 am

by TomDoan » Wed Apr 17, 2019 2:26 pm

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4826 Views

Last post by TomDoan
Fri Dec 20, 2024 8:37 am
SUR.RPF—Estimation of SUR (Seemingly Unrelated Regressions)

Last post by TomDoan « Fri Dec 20, 2024 8:34 am

by TomDoan » Fri Dec 20, 2024 8:34 am

0 Replies

512 Views

Last post by TomDoan
Fri Dec 20, 2024 8:34 am

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