Use this forum for posting example programs or short bits of sample code.
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Kilian and Vigfusson (2011)
by TomDoan » Wed Dec 03, 2014 1:28 pm
- 76 Replies
- 109133 Views
- Last post by TomDoan
Tue Sep 26, 2023 7:58 am
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Cushman & Zha JME 1997
by TomDoan » Thu Jul 04, 2013 4:26 pm
- 23 Replies
- 28378 Views
- Last post by TomDoan
Thu Sep 07, 2023 1:19 pm
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Hansen Econometrica 1996
by TomDoan » Thu Aug 31, 2023 8:45 pm
- 0 Replies
- 5268 Views
- Last post by TomDoan
Thu Aug 31, 2023 8:45 pm
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Diebold-Yilmaz EJ 2009
by TomDoan » Mon Mar 28, 2011 4:19 pm
- 54 Replies
- 98860 Views
- Last post by TomDoan
Thu Aug 31, 2023 8:12 pm
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Diebold-Yilmaz, IJF 2012
by TomDoan » Tue May 10, 2016 2:29 pm
- 46 Replies
- 71226 Views
- Last post by TomDoan
Thu Aug 31, 2023 1:23 pm
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BASICFORECAST—Forecasting techniques with linear model
by TomDoan » Thu Aug 31, 2023 12:39 pm
- 0 Replies
- 2331 Views
- Last post by TomDoan
Thu Aug 31, 2023 12:39 pm
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ONEBREAK—Search for break in linear regression
by TomDoan » Thu Aug 31, 2023 12:37 pm
- 0 Replies
- 2331 Views
- Last post by TomDoan
Thu Aug 31, 2023 12:37 pm
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VOLATILITYESTIMATES—Estimating Volatility from Transactions
by TomDoan » Thu Aug 31, 2023 12:30 pm
- 0 Replies
- 2406 Views
- Last post by TomDoan
Thu Aug 31, 2023 12:30 pm
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TARMODELS—Specification and Estimation of STAR Model
by TomDoan » Thu Aug 31, 2023 12:21 pm
- 0 Replies
- 2302 Views
- Last post by TomDoan
Thu Aug 31, 2023 12:21 pm
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GARCHBACKTEST—Rolling GARCH Estimation
by TomDoan » Wed Sep 03, 2014 5:10 pm
- 0 Replies
- 5818 Views
- Last post by TomDoan
Thu Aug 31, 2023 12:10 pm
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EGARCH Model Simulations/Bootstrapping
by TomDoan » Fri Sep 07, 2012 4:47 pm
- 12 Replies
- 19728 Views
- Last post by TomDoan
Sun Aug 27, 2023 10:01 am
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Den Haan JME(2000)
by TomDoan » Tue Jul 05, 2011 11:59 am
- 9 Replies
- 15581 Views
- Last post by edolson1983
Wed Jul 26, 2023 11:43 am
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SEIR Simulation/Estimation Models
by TomDoan » Tue Jun 16, 2020 10:58 am
- 3 Replies
- 11277 Views
- Last post by prashantj
Sat Apr 22, 2023 10:38 am
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%LOGSKEWGEDGARCH—Log Density for Skew GED
by TomDoan » Mon Aug 01, 2022 7:53 am
- 0 Replies
- 5066 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
- 4901 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
- 4965 Views
- Last post by TomDoan
Sun Jul 31, 2022 8:46 pm
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Granger Causality test
by tyzellar » Wed Jun 29, 2022 6:31 am
- 3 Replies
- 6017 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
- 62690 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
- 6155 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
- 29733 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
- 21764 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
- 8826 Views
- Last post by TomDoan
Tue Aug 03, 2021 12:44 pm
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PORTFOLIO—Mean-variance portfolio analysis
by TomDoan » Sun Feb 14, 2021 11:08 am
- 0 Replies
- 6645 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
- 64984 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
- 6489 Views
- Last post by TomDoan
Wed Jan 06, 2021 2:21 pm
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