Use this forum for posting example programs or short bits of sample code.
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Diebold-Yilmaz, IJF 2012
by TomDoan » Tue May 10, 2016 2:29 pm
- 26 Replies
- 49471 Views
- Last post by curiousresearcher
Mon Aug 08, 2022 11:01 pm
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%LOGSKEWGEDGARCH—Log Density for Skew GED
by TomDoan » Mon Aug 01, 2022 7:53 am
- 0 Replies
- 2017 Views
- Last post by TomDoan
Mon Aug 01, 2022 7:53 am
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%LOGSKEWGEDDENSITY—Log density for skew GED
by TomDoan » Mon Aug 01, 2022 7:50 am
- 0 Replies
- 1900 Views
- Last post by TomDoan
Mon Aug 01, 2022 7:50 am
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GARCHUVFLEX—Univariate GARCH with non-standard densities
by TomDoan » Sun Jul 31, 2022 8:46 pm
- 0 Replies
- 1879 Views
- Last post by TomDoan
Sun Jul 31, 2022 8:46 pm
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## MAT5. Needed Matrix with Dimensions 47 x 5, Got 210 x 5 I
by tyzellar » Wed Jun 29, 2022 6:25 am
- 2 Replies
- 2219 Views
- Last post by tyzellar
Mon Jul 04, 2022 2:48 pm
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Granger Causality test
by tyzellar » Wed Jun 29, 2022 6:31 am
- 3 Replies
- 2290 Views
- Last post by tyzellar
Mon Jul 04, 2022 3:09 am
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Laubach and Williams RESTAT 2003
by TomDoan » Tue Apr 08, 2014 2:42 pm
- 26 Replies
- 43116 Views
- Last post by TomDoan
Mon Jan 17, 2022 3:29 pm
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Sharpe's Returns Based Style Analysis
by vmadhavan » Tue Dec 07, 2021 5:37 am
- 2 Replies
- 2818 Views
- Last post by TomDoan
Tue Dec 07, 2021 1:59 pm
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Jorda(2005)—Local Projection Impulse Responses
by TomDoan » Mon Jul 23, 2018 3:12 pm
- 10 Replies
- 18718 Views
- Last post by Ozmando
Wed Sep 01, 2021 12:50 pm
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Fabiani-Mestre 2004 Replication
by TomDoan » Fri Oct 02, 2009 4:35 pm
- 8 Replies
- 14858 Views
- Last post by atarca
Sat Aug 21, 2021 6:48 am
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Koop, Leon-Gonzalez, Strahan 2010
by TomDoan » Tue May 15, 2012 2:54 pm
- 0 Replies
- 5832 Views
- Last post by TomDoan
Tue Aug 03, 2021 12:44 pm
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Kilian and Vigfusson (2011)
by TomDoan » Wed Dec 03, 2014 1:28 pm
- 69 Replies
- 84789 Views
- Last post by Sanjiv Kumar
Mon May 31, 2021 6:57 am
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PORTFOLIO—Mean-variance portfolio analysis
by TomDoan » Sun Feb 14, 2021 11:08 am
- 0 Replies
- 3602 Views
- Last post by TomDoan
Sun Feb 14, 2021 11:08 am
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Chan & Maheu, JBES 2002 (Jump GARCH model)
by TomDoan » Fri Aug 10, 2012 10:17 am
- 33 Replies
- 44245 Views
- Last post by prashantj
Sun Jan 10, 2021 2:18 am
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NPREG—Non-Parametric Regression
by TomDoan » Wed Jan 06, 2021 2:21 pm
- 0 Replies
- 3550 Views
- Last post by TomDoan
Wed Jan 06, 2021 2:21 pm
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SEIR Simulation/Estimation Models
by TomDoan » Tue Jun 16, 2020 10:58 am
- 3 Replies
- 7053 Views
- Last post by prashantj
Wed Dec 16, 2020 12:37 am
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Hafner Herwartz 2006
by TomDoan » Tue May 15, 2012 10:35 am
- 27 Replies
- 39535 Views
- Last post by TomDoan
Wed Nov 18, 2020 11:54 am
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Balcilar, Gupta and Miller, EE 2015
by TomDoan » Wed Dec 02, 2015 10:01 pm
- 37 Replies
- 53895 Views
- Last post by abi
Wed Nov 18, 2020 11:30 am
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GIBBSVAR—Gibbs Sampling for BVAR
by TomDoan » Mon Sep 17, 2012 3:07 pm
- 3 Replies
- 7856 Views
- Last post by tclark
Thu Nov 12, 2020 3:08 pm
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Mountford & Uhlig JAE 2009 replication files
by TomDoan » Tue Aug 25, 2009 10:39 am
- 19 Replies
- 37651 Views
- Last post by TomDoan
Wed Oct 28, 2020 2:48 pm
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ARFIM example from Franses, van Dijk and Opschoor
by PeterF » Thu Sep 24, 2020 12:33 pm
- 1 Replies
- 4053 Views
- Last post by PeterF
Tue Sep 29, 2020 12:55 pm
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Kilian(1998) Bootstrap-in-bootstrap
by TomDoan » Thu Dec 04, 2014 2:43 pm
- 0 Replies
- 6066 Views
- Last post by TomDoan
Thu Sep 17, 2020 2:39 pm
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Diebold-Yilmaz EJ 2009
by TomDoan » Mon Mar 28, 2011 4:19 pm
- 54 Replies
- 74821 Views
- Last post by TomDoan
Sat Jun 20, 2020 8:38 am
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VECMCAUSE.RPF—Causality tests in error correction model
by TomDoan » Sun Apr 30, 2017 8:03 pm
- 8 Replies
- 10560 Views
- Last post by TomDoan
Thu Jun 04, 2020 3:50 pm
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Matheson-Stavrev EL 2013
by TomDoan » Thu Aug 31, 2017 10:47 am
- 12 Replies
- 15617 Views
- Last post by adrangi
Sun Mar 22, 2020 1:01 pm
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