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RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
Posted in Forum Announcements

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

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Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
RATS 11: Free Trial Version

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
Posted in RATS Product Announcements
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by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

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Last post by RK2509
Sun Apr 05, 2026 9:17 pm

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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

53629 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

72174 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

73832 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

43815 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

53982 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

34952 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

34690 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

31788 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

34316 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

13349 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

9823 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

9863 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

0 Replies

5399 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

5234 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

4649 Views

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

0 Replies

27889 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

12072 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

0 Replies

4529 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

0 Replies

8563 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

4094 Views

Last post by TomDoan
Fri Dec 20, 2024 8:34 am
Eitrheim and Terasvirta (1996)

Last post by TomDoan « Thu Dec 19, 2024 8:33 am

by TomDoan » Mon Sep 16, 2019 1:29 pm

0 Replies

9745 Views

Last post by TomDoan
Thu Dec 19, 2024 8:33 am
SPGRAPH—Example of multiple pane graph

Last post by TomDoan « Wed Dec 11, 2024 11:00 am

by TomDoan » Wed Dec 11, 2024 11:00 am

0 Replies

4594 Views

Last post by TomDoan
Wed Dec 11, 2024 11:00 am
SPECTRUM—Calculation of spectral density

Last post by TomDoan « Wed Dec 11, 2024 10:57 am

by TomDoan » Wed Dec 11, 2024 10:57 am

0 Replies

4404 Views

Last post by TomDoan
Wed Dec 11, 2024 10:57 am
SPECFORE—Spectral Method Forecasting

Last post by TomDoan « Wed Dec 11, 2024 10:47 am

by TomDoan » Wed Dec 11, 2024 10:47 am

0 Replies

3827 Views

Last post by TomDoan
Wed Dec 11, 2024 10:47 am
SIMPLERBC—Solution of small DSGE

Last post by TomDoan « Wed Dec 11, 2024 10:45 am

by TomDoan » Wed Dec 11, 2024 10:45 am

0 Replies

3786 Views

Last post by TomDoan
Wed Dec 11, 2024 10:45 am

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