Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
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- LOGMVSKEWT - function for multivariate skew T density
by TomDoan » Thu Mar 22, 2012 10:49 am
- 0 Replies
- 400 Views
- Last post by TomDoan
Thu Mar 22, 2012 10:49 am
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- WESTCHOTEST - Robust Q Statistic
by TomDoan » Wed Mar 14, 2012 2:19 pm
- 0 Replies
- 271 Views
- Last post by TomDoan
Wed Mar 14, 2012 2:19 pm
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- FLUX - General Nyblom fluctuations test
by TomDoan » Fri Feb 03, 2012 10:58 am
- 0 Replies
- 334 Views
- Last post by TomDoan
Fri Feb 03, 2012 10:58 am
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- MVQSTAT - multivariate Q statistic
by TomDoan » Mon Jan 23, 2012 10:13 pm
- 0 Replies
- 376 Views
- Last post by TomDoan
Mon Jan 23, 2012 10:13 pm
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- BVARSELECTION - Korobilis (2011)
by jonasdovern » Wed Nov 09, 2011 8:04 am
- 0 Replies
- 461 Views
- Last post by jonasdovern
Wed Nov 09, 2011 8:04 am
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- EGTESTRESIDS - Engle-Granger Cointegration Test
by TomDoan » Fri Nov 04, 2011 12:22 pm
- 0 Replies
- 579 Views
- Last post by TomDoan
Fri Nov 04, 2011 12:22 pm
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- DFUNIT - Dickey-Fuller Unit Root Test
by TomDoan » Fri Nov 04, 2011 12:15 pm
- 0 Replies
- 909 Views
- Last post by TomDoan
Fri Nov 04, 2011 12:15 pm
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- PERRONBREAKS - Unit Roots with Structural Breaks
by TomDoan » Thu Sep 16, 2010 1:38 pm
- 4 Replies
- 2266 Views
- Last post by TomDoan
Tue Nov 01, 2011 10:58 am
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- REGTOTEX - Formatting regression equations
by TomDoan » Tue Oct 18, 2011 2:51 pm
- 0 Replies
- 313 Views
- Last post by TomDoan
Tue Oct 18, 2011 2:51 pm
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- GREGORYHANSEN cointegration test (revised)
by TomDoan » Sun Jul 03, 2011 12:00 am
- 1 Replies
- 1256 Views
- Last post by chiade
Fri Sep 30, 2011 5:11 am
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- MCGRAPHIRF (revised)
by TomDoan » Wed Mar 23, 2011 5:29 pm
- 5 Replies
- 2480 Views
- Last post by WALLE
Wed Aug 17, 2011 11:54 am
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- BRYBOSCHAN (Bry-Boschan Business Cycle Dating)
by TomDoan » Wed May 09, 2007 2:44 pm
- 1 Replies
- 5897 Views
- Last post by m joaorodrigues
Wed Aug 10, 2011 11:35 am
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- ABLAGS - Generates Arellano-Bond instruments
by TomDoan » Wed Jun 29, 2011 12:47 pm
- 0 Replies
- 1084 Views
- Last post by TomDoan
Thu Aug 04, 2011 1:58 pm
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- JOHMLE - Johansen ML Testing/Estimation for Cointegration
by TomDoan » Fri Mar 06, 2009 6:45 pm
- 0 Replies
- 1741 Views
- Last post by TomDoan
Tue Aug 02, 2011 12:41 pm
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- ZIVOT - Zivot-Andrews Unit Root Test with Break
by TomDoan » Wed Jun 29, 2011 4:27 pm
- 0 Replies
- 1766 Views
- Last post by TomDoan
Wed Jun 29, 2011 4:27 pm
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- LPUNIT - Lumsdaine-Papell Unit Root Test with 2 breaks
by TomDoan » Wed Jun 29, 2011 4:08 pm
- 0 Replies
- 902 Views
- Last post by TomDoan
Wed Jun 29, 2011 4:08 pm
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- SHORTANDLONG - Factors with short and long-run restrictions
by TomDoan » Fri Jun 17, 2011 11:52 am
- 0 Replies
- 1762 Views
- Last post by TomDoan
Wed Jun 29, 2011 1:37 pm
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- CROSSCORR - Graphical display of cross-correlations
by TomDoan » Wed Jun 29, 2011 1:04 pm
- 0 Replies
- 371 Views
- Last post by TomDoan
Wed Jun 29, 2011 1:04 pm
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- BAING - Chooses number of factors in linear factor model
by TomDoan » Wed Jun 29, 2011 12:32 pm
- 0 Replies
- 1022 Views
- Last post by TomDoan
Wed Jun 29, 2011 12:32 pm
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- UNIQUEVALUES - Extracts an ordered set of unique values
by TomDoan » Wed Jun 29, 2011 11:59 am
- 0 Replies
- 300 Views
- Last post by TomDoan
Wed Jun 29, 2011 11:59 am
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- HALTON - Generate low-discrepancy sequence
by TomDoan » Wed Jun 29, 2011 11:51 am
- 0 Replies
- 393 Views
- Last post by TomDoan
Wed Jun 29, 2011 11:51 am
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- APBREAKTEST - General test for breaks in linear regression
by TomDoan » Wed Jun 29, 2011 10:38 am
- 0 Replies
- 695 Views
- Last post by TomDoan
Wed Jun 29, 2011 10:38 am
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- DLMIRF - impulse responses in a state space model
by TomDoan » Mon May 21, 2007 11:40 am
- 0 Replies
- 2386 Views
- Last post by TomDoan
Fri May 27, 2011 3:09 pm
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- GAUSSHERMITE - Numerical integration
by TomDoan » Thu May 05, 2011 2:00 pm
- 0 Replies
- 543 Views
- Last post by TomDoan
Thu May 05, 2011 2:00 pm
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- SWDOLS - Stock-Watson Dynamic OLS Estimator
by TomDoan » Thu May 05, 2011 11:50 am
- 0 Replies
- 759 Views
- Last post by TomDoan
Thu May 05, 2011 11:50 am
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