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Exogenous variables in DCC model
by dec3fc » Tue Aug 19, 2008 12:04 pm
in ARCH and GARCH Models
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- 1081
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by dec3fc
Tue Aug 19, 2008 12:04 pm
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A Sad Tale of Homemade Forecasts
by Gregory » Wed Aug 13, 2008 3:37 pm
in ARCH and GARCH Models
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- 931
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by Gregory
Wed Aug 13, 2008 3:37 pm
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Multiple Models
by Anja » Wed Aug 13, 2008 1:05 pm
in Help With Programming
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- 735
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by Anja
Wed Aug 13, 2008 1:05 pm
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Multivariate Garch-X
by Anja » Tue Aug 12, 2008 11:06 am
in ARCH and GARCH Models
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- 913
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by Anja
Tue Aug 12, 2008 11:06 am
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Conditional Bootstrapping
by Socrates_plato » Mon Aug 04, 2008 5:10 pm
in General Econometrics
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- 938
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by Socrates_plato
Mon Aug 04, 2008 5:10 pm
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PRJPoisson - predicted values for a Poisson count data model
by TomDoan » Thu Jul 10, 2008 2:02 pm
in RATS Procedures
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- 1072
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by TomDoan
Thu Jul 10, 2008 2:02 pm
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PRJMultinomial - predicted probs for a multinomial logit
by TomDoan » Thu Jul 10, 2008 2:01 pm
in RATS Procedures
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- 1094
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by TomDoan
Thu Jul 10, 2008 2:01 pm
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PRJConditional - predicted probs for a conditional logit
by TomDoan » Thu Jul 10, 2008 1:58 pm
in RATS Procedures
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- 1068
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by TomDoan
Thu Jul 10, 2008 1:58 pm
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RegWhiteNNTest - White Neural Network linearity test
by TomDoan » Wed Jul 02, 2008 1:22 pm
in RATS Procedures
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- 1209
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by TomDoan
Wed Jul 02, 2008 1:22 pm
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MCLEODLI - procedure for McLeod-Li test for nonlinearity
by TomDoan » Wed Jul 02, 2008 9:07 am
in RATS Procedures
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- 1475
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by TomDoan
Wed Jul 02, 2008 9:07 am
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Chow test
by N. BEN CHEIKH » Tue Jun 24, 2008 5:07 am
in VARs (Vector Autoregression Models)
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- 1037
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by N. BEN CHEIKH
Tue Jun 24, 2008 5:07 am
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Nonlinear causality
by selindevrim » Wed May 14, 2008 9:36 am
in Other Time Series Analysis
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- 1422
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by selindevrim
Wed May 14, 2008 9:36 am
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SSVAR Proc: Gibbs estimation of VAR with steady state prior
by tclark » Fri May 09, 2008 11:58 am
in RATS Procedures
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- 1484
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by tclark
Fri May 09, 2008 11:58 am
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GIBBSVAR: Procedure for VAR estimation via Gibbs sampling
by tclark » Fri May 09, 2008 11:53 am
in RATS Procedures
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- 1572
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by tclark
Fri May 09, 2008 11:53 am
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Panel cointegration
by wyrd » Thu Apr 03, 2008 11:04 am
in Panel Data
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- 2374
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by wyrd
Thu Apr 03, 2008 11:04 am
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CANCORR (Canonical Correlations)
by TomDoan » Tue Mar 25, 2008 10:23 am
in RATS Procedures
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- 1500
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by TomDoan
Tue Mar 25, 2008 10:23 am
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"Fixed Effects" Logit
by TomDoan » Fri Mar 07, 2008 3:43 pm
in Examples and Sample Code
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- 2000
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by TomDoan
Fri Mar 07, 2008 3:43 pm
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Panel : Probit models
by chockri » Tue Feb 19, 2008 5:57 am
in General Econometrics
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- 1404
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by chockri
Tue Feb 19, 2008 5:57 am
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DENTON - proportional Denton method
by TomDoan » Wed Feb 06, 2008 3:11 pm
in RATS Procedures
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- 1947
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by TomDoan
Wed Feb 06, 2008 3:11 pm
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SWARCH Forecast
by cuneyt » Mon Dec 17, 2007 5:37 am
in ARCH and GARCH Models
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- 1749
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by cuneyt
Mon Dec 17, 2007 5:37 am
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Testing for serial correlation in nonlinear systems
by eleniag » Wed Sep 26, 2007 1:51 am
in General Econometrics
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- 1933
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by eleniag
Wed Sep 26, 2007 1:51 am
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Panel FM OLS
by Boban7 » Sun Sep 16, 2007 3:37 am
in Panel Data
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- 2340
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by Boban7
Sun Sep 16, 2007 3:37 am
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multinomial grouped logit
by franck » Fri Aug 17, 2007 3:36 pm
in General Econometrics
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- 1738
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by franck
Fri Aug 17, 2007 3:36 pm
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opinion on automatic general to specific modelling selection
by FilipinoEconomist » Thu Aug 16, 2007 5:16 am
in General Econometrics
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- 1857
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by FilipinoEconomist
Thu Aug 16, 2007 5:16 am
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independent var. self-selection, continuous var. treatment
by Davidp » Mon Jul 30, 2007 7:09 pm
in General Econometrics
- 0
- 1830
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by Davidp
Mon Jul 30, 2007 7:09 pm
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