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- RATS 8.2: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 2386 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- @THRESHTEST allowing for heteroscedasticity
by Ana_Rita » Sat May 18, 2013 12:02 pm
- 0 Replies
- 6 Views
- Last post by Ana_Rita
Sat May 18, 2013 12:02 pm
- @THRESHTEST allowing for heteroscedasticity
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- Moneta & Ruffer(2009)
by hardmann » Tue Apr 16, 2013 10:42 pm
- 3 Replies
- 114 Views
- Last post by TomDoan
Tue May 14, 2013 12:46 pm
- Moneta & Ruffer(2009)
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- Code to forecast Threshold models
by Ana_Rita » Thu May 09, 2013 9:25 pm - 0 Replies
- 33 Views
- Last post by Ana_Rita
Thu May 09, 2013 9:25 pm
- Code to forecast Threshold models
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- LM linearity and other tests for STECM
by mskare69 » Mon Apr 15, 2013 12:36 pm - 11 Replies
- 211 Views
- Last post by mskare69
Fri Apr 19, 2013 2:18 pm
- LM linearity and other tests for STECM
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- median target method by Fry and Pagan (2011)
by bearlotus » Tue Apr 02, 2013 4:15 pm - 2 Replies
- 180 Views
- Last post by bearlotus
Fri Apr 05, 2013 7:41 pm
- median target method by Fry and Pagan (2011)
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- Stochastic Search Variable Selection for Bayesian VAR
by AhmedSahlool » Thu Mar 14, 2013 6:58 am - 1 Replies
- 157 Views
- Last post by AhmedSahlool
Sun Mar 24, 2013 9:45 am
- Stochastic Search Variable Selection for Bayesian VAR
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- var sign restriction
by hichbenn » Fri Mar 22, 2013 4:52 am - 1 Replies
- 103 Views
- Last post by TomDoan
Fri Mar 22, 2013 11:25 am
- var sign restriction
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- Carvalho & Harvey(2005)
by hardmann » Mon Mar 11, 2013 9:34 am - 1 Replies
- 121 Views
- Last post by TomDoan
Mon Mar 11, 2013 5:05 pm
- Carvalho & Harvey(2005)
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- Lanne, Lutkepohl and Maciejowska (2010)
by g_defi » Sat Feb 09, 2013 9:03 am - 0 Replies
- 202 Views
- Last post by g_defi
Sat Feb 09, 2013 9:03 am
- Lanne, Lutkepohl and Maciejowska (2010)
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- Interval Forecast and/or Density Forecast Code
by liuyucatherine » Wed Feb 06, 2013 12:23 pm - 0 Replies
- 150 Views
- Last post by liuyucatherine
Wed Feb 06, 2013 12:23 pm
- Interval Forecast and/or Density Forecast Code
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- Pesaran, Shin, Smith (2000)
by jonasdovern » Mon Jan 28, 2013 4:36 am - 0 Replies
- 186 Views
- Last post by jonasdovern
Mon Jan 28, 2013 4:36 am
- Pesaran, Shin, Smith (2000)
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- Lyapunov exponent
by jhloh00 » Thu Jan 24, 2013 10:50 am
- 0 Replies
- 252 Views
- Last post by jhloh00
Thu Jan 24, 2013 10:50 am
- Lyapunov exponent
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- Koopman&Ooms(2006),Periodic unobserved components models
by Future » Sat Jan 19, 2013 9:15 am - 0 Replies
- 175 Views
- Last post by Future
Sat Jan 19, 2013 9:15 am
- Koopman&Ooms(2006),Periodic unobserved components models
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- Park & Hahn (1999) time varying cointegration
by ege_man » Tue Jan 01, 2013 12:49 pm - 2 Replies
- 368 Views
- Last post by ege_man
Tue Jan 15, 2013 5:50 pm
- Park & Hahn (1999) time varying cointegration
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- Modified ICSS procedure
by hasanov » Fri Oct 12, 2012 3:50 am - 1 Replies
- 376 Views
- Last post by vmadhavan
Thu Jan 03, 2013 8:12 am
- Modified ICSS procedure
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- Real-Time Nowcasting with a Bayesian Mixed Frequency Model w
by TWG » Thu Dec 27, 2012 9:09 am - 0 Replies
- 188 Views
- Last post by TWG
Thu Dec 27, 2012 9:09 am
- Real-Time Nowcasting with a Bayesian Mixed Frequency Model w
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- Kuttner, K. N.(1994). Estimating potential output ...
by Marcus » Fri Dec 21, 2012 10:03 am - 0 Replies
- 241 Views
- Last post by Marcus
Fri Dec 21, 2012 10:03 am
- Kuttner, K. N.(1994). Estimating potential output ...
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- Engle et al 2008 Multiplicative Error Model
by timkrause » Tue Sep 11, 2012 8:45 pm - 1 Replies
- 492 Views
- Last post by Giampierogallo
Thu Dec 06, 2012 4:07 pm
- Engle et al 2008 Multiplicative Error Model
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- Dynamic correlation
by basher » Tue Nov 27, 2012 10:44 am - 0 Replies
- 265 Views
- Last post by basher
Tue Nov 27, 2012 10:44 am
- Dynamic correlation
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- Bootstrapping a GARCH in mean model
by msrahman » Fri Nov 02, 2012 8:55 am
- 6 Replies
- 551 Views
- Last post by msrahman
Wed Nov 21, 2012 4:53 pm
- Bootstrapping a GARCH in mean model
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- Fourier Stationary (or unit root) Test
by unforgiven02 » Mon Nov 05, 2012 3:12 pm - 0 Replies
- 320 Views
- Last post by unforgiven02
Mon Nov 05, 2012 3:12 pm
- Fourier Stationary (or unit root) Test
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- Code for Dufour et al paper
by msrahman » Fri Nov 02, 2012 8:57 am - 0 Replies
- 210 Views
- Last post by msrahman
Fri Nov 02, 2012 8:57 am
- Code for Dufour et al paper
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- Qu and Perron (2007) - Multivariate Structural change
by nikosant82 » Fri Oct 26, 2012 10:23 am - 0 Replies
- 322 Views
- Last post by nikosant82
Fri Oct 26, 2012 10:23 am
- Qu and Perron (2007) - Multivariate Structural change
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- AD-AS with VAR (Cover, Enders & Hueng 2006)
by Greg_LEO » Tue Oct 09, 2012 8:19 am - 2 Replies
- 370 Views
- Last post by Greg_LEO
Wed Oct 17, 2012 2:40 am
- AD-AS with VAR (Cover, Enders & Hueng 2006)
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- Auerbach-Gorodnichenko AEJ Smooth Transition VAR
by condor » Mon Feb 13, 2012 5:35 pm - 2 Replies
- 1302 Views
- Last post by flopez2011
Mon Oct 08, 2012 7:16 pm
- Auerbach-Gorodnichenko AEJ Smooth Transition VAR
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