Examples and Sample Code

New Topic

Mark topics read • 290 topics

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

Announcements

Replies

Views

Last post

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

0 Replies

1503852 Views

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

1441781 Views

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

Topics

Replies

Views

Last post

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

50358 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

69970 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

71710 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

42849 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

52874 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

34505 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

34153 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

31309 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

33852 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

12926 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

9429 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

9427 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

4887 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

4798 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

4300 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

27451 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

11571 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

4211 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

8211 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

3762 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

9288 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

4265 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

4086 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

3523 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

3460 Views

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

New Topic

Mark topics read • 290 topics

Page 2 of 12
- Jump to page:
Previous
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