Structural Breaks and Switching Models
Discussion of models with structural breaks or endogenous switching.
94 topics • Page 3 of 4 • 1, 2, 3, 4
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- RATS 8.2: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 2331 Views
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Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- TVAR model
by Scalper » Sun Oct 23, 2011 11:25 am - 3 Replies
- 445 Views
- Last post by TomDoan
Tue Oct 25, 2011 8:04 am
- TVAR model
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- Identification in Threshold VAR's
by luching » Fri Sep 09, 2011 6:57 am - 11 Replies
- 1684 Views
- Last post by TomDoan
Wed Oct 05, 2011 11:56 am
- Identification in Threshold VAR's
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- cointegration with 2 structural breaks
by chiade » Wed Oct 05, 2011 8:37 am - 1 Replies
- 562 Views
- Last post by TomDoan
Wed Oct 05, 2011 11:51 am
- cointegration with 2 structural breaks
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- state-dependent impulse responses for Markov Switching VAR
by FilipinoEconomist » Wed Jun 18, 2008 4:33 am - 1 Replies
- 2070 Views
- Last post by TomDoan
Mon Sep 12, 2011 2:45 pm
- state-dependent impulse responses for Markov Switching VAR
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- Bai Perron Test
by bizi_rats_10 » Fri Aug 06, 2010 11:52 am - 8 Replies
- 1748 Views
- Last post by TomDoan
Fri Aug 12, 2011 4:17 am
- Bai Perron Test
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- Hamilton Switching Model (new coding)
by TomDoan » Thu Feb 25, 2010 6:01 pm - 4 Replies
- 1419 Views
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Wed Aug 10, 2011 11:04 am
- Hamilton Switching Model (new coding)
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- Different output with rats 7 and 8
by Aktar » Thu Jul 21, 2011 9:51 am - 2 Replies
- 361 Views
- Last post by TomDoan
Thu Jul 21, 2011 2:30 pm
- Different output with rats 7 and 8
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- Explosive Threshold VAR
by asmith05 » Sat Apr 16, 2011 12:23 pm - 3 Replies
- 728 Views
- Last post by TomDoan
Sun Apr 17, 2011 11:23 am
- Explosive Threshold VAR
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- Switching Autoregressive Coefficients
by lnw » Sun Apr 03, 2011 5:10 pm - 0 Replies
- 408 Views
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Sun Apr 03, 2011 5:10 pm
- Switching Autoregressive Coefficients
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- Nonlinear Impulse Response Function
by j_lee » Fri Feb 04, 2011 4:55 pm
- 5 Replies
- 1243 Views
- Last post by TomDoan
Fri Apr 01, 2011 12:58 pm
- Nonlinear Impulse Response Function
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- Determining Threshold Value in the VAR model
by nazif » Wed Mar 30, 2011 6:59 am
- 9 Replies
- 889 Views
- Last post by TomDoan
Fri Apr 01, 2011 10:35 am
- Determining Threshold Value in the VAR model
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- Markov model
by terrya » Thu Sep 30, 2010 4:06 pm - 4 Replies
- 1155 Views
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Thu Mar 10, 2011 9:19 pm
- Markov model
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- Lee and strazicich critical values
by hashem » Sat Feb 26, 2011 7:45 am - 1 Replies
- 661 Views
- Last post by TomDoan
Fri Mar 04, 2011 1:05 pm
- Lee and strazicich critical values
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- about lee and strazicich code
by unforgiven02 » Thu Mar 03, 2011 5:42 pm - 1 Replies
- 494 Views
- Last post by TomDoan
Fri Mar 04, 2011 1:02 pm
- about lee and strazicich code
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- Bootstrapped p-values for LP test
by Cem279 » Thu Jan 06, 2011 9:25 am
- 5 Replies
- 920 Views
- Last post by TomDoan
Thu Feb 03, 2011 1:09 pm
- Bootstrapped p-values for LP test
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- Need help for Andrews and Ploberger test
by soju » Mon Nov 29, 2010 12:20 am - 1 Replies
- 521 Views
- Last post by TomDoan
Tue Nov 30, 2010 12:19 pm
- Need help for Andrews and Ploberger test
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- Bai Perron
by thomas16 » Thu Oct 28, 2010 2:30 pm - 5 Replies
- 1475 Views
- Last post by TomDoan
Tue Nov 02, 2010 1:07 pm
- Bai Perron
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- GLS-detrending and regime-wise stationarity testing
by unforgiven02 » Wed Sep 22, 2010 3:39 am - 1 Replies
- 722 Views
- Last post by TomDoan
Thu Sep 23, 2010 5:16 pm
- GLS-detrending and regime-wise stationarity testing
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- ESTR modelling in a non linear System
1, 2by Gilbril » Fri Aug 20, 2010 1:22 pm - 18 Replies
- 2090 Views
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Mon Sep 06, 2010 8:33 am
- ESTR modelling in a non linear System
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- Hamilton.prg with monthly data
by Marcus » Thu Jul 29, 2010 8:03 am
- 4 Replies
- 980 Views
- Last post by Marcus
Sat Jul 31, 2010 11:05 am
- Hamilton.prg with monthly data
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- Saving the Smooth and Filtered Probabilities
by allister » Sat Jul 10, 2010 12:36 pm
- 4 Replies
- 832 Views
- Last post by ac_1
Mon Jul 12, 2010 2:11 am
- Saving the Smooth and Filtered Probabilities
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- Gibbs Sampling with Markov Switching Models
by TomDoan » Thu Jul 08, 2010 10:15 am
- 0 Replies
- 656 Views
- Last post by TomDoan
Thu Jul 08, 2010 10:15 am
- Gibbs Sampling with Markov Switching Models
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- Cautionary Note on Models with Switching Variances
by TomDoan » Thu Jul 08, 2010 9:47 am - 0 Replies
- 519 Views
- Last post by TomDoan
Thu Jul 08, 2010 9:47 am
- Cautionary Note on Models with Switching Variances
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- Forecasting with STAR model
by TomDoan » Tue Jun 22, 2010 12:47 pm
- 0 Replies
- 603 Views
- Last post by TomDoan
Tue Jun 22, 2010 12:47 pm
- Forecasting with STAR model
94 topics • Page 3 of 4
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