If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
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- Duration dependence testing
by wardb » Thu Sep 13, 2012 6:11 pm
- 1 Replies
- 311 Views
- Last post by TomDoan
Fri Sep 14, 2012 3:36 pm
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- The Model Confidence Set
by ddu » Mon Sep 03, 2012 12:47 pm
- 0 Replies
- 350 Views
- Last post by ddu
Mon Sep 03, 2012 12:47 pm
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- Non-Linear VAR code?
by lostumbo » Wed Jul 09, 2008 12:59 pm
- 1 Replies
- 1598 Views
- Last post by ngumus
Sat Sep 01, 2012 6:18 am
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- cointegrating nonlinear ARDL
by Ozmando » Wed Jul 18, 2012 4:57 am
- 3 Replies
- 870 Views
- Last post by Ozmando
Tue Aug 28, 2012 3:22 am
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- Bayesian VAR (n=14) by Musso, Neri and Stracca (JBF, 2011)
by KOBE24 » Thu Aug 16, 2012 2:14 pm
- 7 Replies
- 730 Views
- Last post by KOBE24
Sun Aug 19, 2012 6:50 am
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- Fractional Cointegration- LM test Robinson 1994
by arvo » Tue Jul 10, 2012 8:32 pm
- 8 Replies
- 979 Views
- Last post by TomDoan
Tue Aug 14, 2012 3:25 pm
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- Replication Examples for Pesaran, Shin, and Smith (2001)
by nacrointfin » Sat Jun 23, 2012 3:48 am
- 2 Replies
- 1555 Views
- Last post by nacrointfin
Wed Jun 27, 2012 9:33 pm
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- Harvey,A. AFE(2011) Modelling the Phillips curve
by hardmann » Mon Jun 04, 2012 11:16 am
- 3 Replies
- 1404 Views
- Last post by TomDoan
Wed Jun 27, 2012 2:36 pm
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- question about multiple observables
by hardmann » Sun Jun 24, 2012 10:50 pm
- 1 Replies
- 375 Views
- Last post by TomDoan
Mon Jun 25, 2012 7:35 am
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- Thanks for new column opening
by hardmann » Thu Jun 14, 2012 8:42 pm
- 0 Replies
- 241 Views
- Last post by hardmann
Thu Jun 14, 2012 8:42 pm
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- Gospodinov 2004
by atanu » Thu Jun 14, 2012 12:05 pm
- 0 Replies
- 923 Views
- Last post by atanu
Thu Jun 14, 2012 12:05 pm
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- Gospodinov EJ 2004
by atanu » Tue Jun 12, 2012 11:00 am
- 0 Replies
- 335 Views
- Last post by atanu
Tue Jun 12, 2012 11:00 am
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- Basistha & nelson JME(2007) New measures of
by hardmann » Mon Jun 04, 2012 10:24 am
- 1 Replies
- 349 Views
- Last post by TomDoan
Mon Jun 04, 2012 1:32 pm
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- STAR- STGARCH Lundberg and Terasvirta (1999)
by aymenbelgacem » Tue Oct 18, 2011 10:41 am
- 3 Replies
- 1025 Views
- Last post by TomDoan
Wed Oct 19, 2011 9:18 pm
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- HarveyTrimburVanDijk, JoEc.trics 2007, Bayesian trend-cycle
by Alberto » Fri Jan 28, 2011 5:28 am
- 0 Replies
- 637 Views
- Last post by Alberto
Fri Jan 28, 2011 5:28 am
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- Technology Shocks A Fractional Integration Approach
by Kashif » Wed Dec 29, 2010 1:39 pm
- 0 Replies
- 607 Views
- Last post by Kashif
Wed Dec 29, 2010 1:39 pm
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- fachin bootstrap procedure for testing for cointegration
by tavera » Thu Jun 10, 2010 9:35 am
- 0 Replies
- 743 Views
- Last post by tavera
Thu Jun 10, 2010 9:35 am
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- Is Bekaert and Hodrick's (2001, JF) available?
by comac » Wed Apr 21, 2010 8:20 am
- 0 Replies
- 785 Views
- Last post by comac
Wed Apr 21, 2010 8:20 am
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- Kim & Perron 2009, J Econometrics 148
by Anna » Sat Sep 19, 2009 12:05 pm
- 0 Replies
- 1225 Views
- Last post by Anna
Sat Sep 19, 2009 12:05 pm
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- Help to estimate non-linear asymmetric mean reversion test
by saikat1172 » Fri Apr 13, 2007 11:19 am
- 0 Replies
- 2874 Views
- Last post by saikat1172
Fri Apr 13, 2007 11:19 am
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