Other Time Series Analysis
49 topics • Page 1 of 2 • 1, 2
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- Time Varying Parameter model (was "About DLM Instruction")
by ivory4 » Mon Aug 24, 2009 9:52 pm
- 14 Replies
- 283 Views
- Last post by ivory4
Tue Feb 02, 2010 12:49 am
- Time Varying Parameter model (was "About DLM Instruction")
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- IRF for STAR models
by Javi » Mon Jun 15, 2009 10:28 am - 9 Replies
- 458 Views
- Last post by TomDoan
Fri Jan 29, 2010 7:26 am
- IRF for STAR models
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- fractional cointegration
by luxu1983 » Thu Nov 05, 2009 11:12 am - 1 Replies
- 118 Views
- Last post by ckhd
Thu Jan 21, 2010 8:35 am
- fractional cointegration
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- Changing bi-montly data into monthely
by sachin » Sun Dec 20, 2009 3:45 pm - 1 Replies
- 50 Views
- Last post by moderator
Mon Dec 21, 2009 10:37 am
- Changing bi-montly data into monthely
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- GMM non-nested tests.
by pete » Fri Dec 04, 2009 4:11 am - 2 Replies
- 73 Views
- Last post by pete
Thu Dec 17, 2009 10:51 am
- GMM non-nested tests.
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- ARDL Bounds Test
by JM74 » Thu Dec 10, 2009 10:32 pm - 0 Replies
- 92 Views
- Last post by JM74
Thu Dec 10, 2009 10:32 pm
- ARDL Bounds Test
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- How to perform rolling regressions in RATS
by alvarezcc » Wed Mar 25, 2009 4:28 pm - 14 Replies
- 1000 Views
- Last post by shruti
Fri Nov 13, 2009 4:54 am
- How to perform rolling regressions in RATS
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- Forecasting using a LSTAR model
by sousoubo085 » Wed Oct 21, 2009 4:18 pm - 1 Replies
- 105 Views
- Last post by TomDoan
Mon Oct 26, 2009 1:24 pm
- Forecasting using a LSTAR model
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- CCF and Q-stats
by MST » Tue Jun 30, 2009 1:29 pm - 6 Replies
- 200 Views
- Last post by TomDoan
Fri Oct 23, 2009 9:57 am
- CCF and Q-stats
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- Record the results from a series of rolling regression
by ivory4 » Mon Aug 24, 2009 2:04 pm - 2 Replies
- 118 Views
- Last post by ivory4
Thu Oct 01, 2009 10:22 pm
- Record the results from a series of rolling regression
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- URADF with GETS-procedure
by Anna » Fri Sep 18, 2009 8:39 pm - 1 Replies
- 63 Views
- Last post by TomDoan
Sat Sep 19, 2009 9:10 am
- URADF with GETS-procedure
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- unit roots test in the presence of breaks
by MC128 » Wed Sep 16, 2009 4:42 am - 6 Replies
- 215 Views
- Last post by Anna
Fri Sep 18, 2009 4:10 pm
- unit roots test in the presence of breaks
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- URADF vs. ADFAUTOSELECT
by raphael » Sun Sep 06, 2009 8:44 am - 10 Replies
- 237 Views
- Last post by TomDoan
Wed Sep 16, 2009 6:01 pm
- URADF vs. ADFAUTOSELECT
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- About tvarset.src
by ivory4 » Tue Sep 01, 2009 2:53 am - 0 Replies
- 73 Views
- Last post by ivory4
Tue Sep 01, 2009 2:53 am
- About tvarset.src
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- ECM for FMOLS and DOLS
by Nadiarock1 » Fri Aug 28, 2009 10:58 am - 1 Replies
- 156 Views
- Last post by TomDoan
Fri Aug 28, 2009 11:40 am
- ECM for FMOLS and DOLS
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- Bai-Perron test for structural change
by alvarezcc » Thu Aug 27, 2009 2:02 pm - 3 Replies
- 210 Views
- Last post by TomDoan
Fri Aug 28, 2009 9:33 am
- Bai-Perron test for structural change
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- FM-OLS
by Nadiarock1 » Thu Aug 20, 2009 2:40 pm - 1 Replies
- 125 Views
- Last post by TomDoan
Fri Aug 21, 2009 10:43 am
- FM-OLS
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- Phillips-Perron - @PPUNIT
by ba79B » Fri Jun 19, 2009 11:16 am - 9 Replies
- 622 Views
- Last post by TomDoan
Tue Aug 11, 2009 10:32 am
- Phillips-Perron - @PPUNIT
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- modified R/S Statistic
by ba79B » Fri Aug 07, 2009 12:20 pm - 4 Replies
- 158 Views
- Last post by ba79B
Sat Aug 08, 2009 8:19 am
- modified R/S Statistic
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- Testing cointegration with two unknown regime shifts
by IVY2009 » Mon Jul 13, 2009 8:24 am - 0 Replies
- 170 Views
- Last post by IVY2009
Mon Jul 13, 2009 8:24 am
- Testing cointegration with two unknown regime shifts
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- State space model with seasonal components
1, 2by Jennylai » Mon Jul 06, 2009 4:06 am - 15 Replies
- 927 Views
- Last post by Jennylai
Mon Jul 13, 2009 3:02 am
- State space model with seasonal components
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- ADF Z Test & Phillips Perron
by ba79B » Wed Jun 17, 2009 10:02 am - 2 Replies
- 172 Views
- Last post by ba79B
Fri Jun 19, 2009 9:52 am
- ADF Z Test & Phillips Perron
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- Estimation of Regime Switching Factor Model
by jonasdovern » Mon Jun 15, 2009 1:37 pm - 0 Replies
- 154 Views
- Last post by jonasdovern
Mon Jun 15, 2009 1:37 pm
- Estimation of Regime Switching Factor Model
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- Time varying coefficient models with kalman filter
by Aktar » Tue May 26, 2009 10:23 am - 8 Replies
- 431 Views
- Last post by TomDoan
Mon Jun 01, 2009 1:06 pm
- Time varying coefficient models with kalman filter
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