Examples and Sample Code
Use this forum for posting example programs or short bits of sample code.
80 topics • Page 1 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
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Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- The omission of paper's title
by hardmann » Mon Apr 29, 2013 5:08 am - 1 Replies
- 78 Views
- Last post by TomDoan
Mon Apr 29, 2013 5:08 pm
- The omission of paper's title
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- Chan Karolyi Longstaff Sanders JOF 1992
by TomDoan » Wed Mar 23, 2011 9:03 pm
- 0 Replies
- 582 Views
- Last post by TomDoan
Mon Apr 29, 2013 1:04 pm
- Chan Karolyi Longstaff Sanders JOF 1992
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- Skalin Terasvirta JAE 1999 (STAR models/Nonlinear Causality)
by TomDoan » Thu May 31, 2012 2:49 pm
- 2 Replies
- 737 Views
- Last post by TomDoan
Thu Apr 18, 2013 8:38 pm
- Skalin Terasvirta JAE 1999 (STAR models/Nonlinear Causality)
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- Dueker JBES 1997 MS-GARCH models
by TomDoan » Tue Aug 30, 2011 5:59 pm
- 5 Replies
- 1289 Views
- Last post by lumengobobo46
Wed Apr 17, 2013 2:31 am
- Dueker JBES 1997 MS-GARCH models
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- Blanchard-Quah AER 1989 paper results
by TomDoan » Mon May 18, 2009 3:29 pm
- 14 Replies
- 5901 Views
- Last post by TomDoan
Mon Apr 15, 2013 11:10 pm
- Blanchard-Quah AER 1989 paper results
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- Elder-Serletis(2010) VAR-GARCH-M
by TomDoan » Fri Sep 09, 2011 9:47 am
- 13 Replies
- 3360 Views
- Last post by TomDoan
Wed Mar 27, 2013 10:44 am
- Elder-Serletis(2010) VAR-GARCH-M
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- Sinclair(2009) JMCB
1, 2 by TomDoan » Fri Oct 30, 2009 10:37 am
- 15 Replies
- 3620 Views
- Last post by TomDoan
Tue Mar 19, 2013 1:34 pm
- Sinclair(2009) JMCB
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- EHL(2000), "Optimal monetary policy with
by hardmann » Mon Nov 26, 2012 10:29 pm - 1 Replies
- 581 Views
- Last post by TomDoan
Wed Nov 28, 2012 12:03 pm
- EHL(2000), "Optimal monetary policy with
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- Pedroni(2001) PPP panel cointegration
by TomDoan » Thu May 05, 2011 1:19 pm
- 1 Replies
- 1613 Views
- Last post by sds001
Mon Nov 26, 2012 9:47 pm
- Pedroni(2001) PPP panel cointegration
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- Diebold-Yilmaz EJ 2009
1, 2 by TomDoan » Wed Mar 16, 2011 1:47 pm
- 15 Replies
- 3914 Views
- Last post by TomDoan
Mon Oct 15, 2012 8:00 am
- Diebold-Yilmaz EJ 2009
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- Weise (1999) and Rothman et al. (2001) Smooth TransitionVECM
by ngumus » Mon Oct 08, 2012 6:33 pm - 0 Replies
- 423 Views
- Last post by ngumus
Mon Oct 08, 2012 6:33 pm
- Weise (1999) and Rothman et al. (2001) Smooth TransitionVECM
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- Gibbs Sampling for near-VAR
by TomDoan » Mon Jun 07, 2010 10:44 pm
- 0 Replies
- 839 Views
- Last post by TomDoan
Mon Sep 17, 2012 3:23 pm
- Gibbs Sampling for near-VAR
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- Gibbs Sampling for Shiller Smoothness Prior
by TomDoan » Mon Sep 17, 2012 3:14 pm
- 0 Replies
- 305 Views
- Last post by TomDoan
Mon Sep 17, 2012 3:14 pm
- Gibbs Sampling for Shiller Smoothness Prior
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- Gibbs Sampling for BVAR
by TomDoan » Mon Sep 17, 2012 3:07 pm
- 0 Replies
- 355 Views
- Last post by TomDoan
Mon Sep 17, 2012 3:07 pm
- Gibbs Sampling for BVAR
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- Bayesian Estimation of ARMA Model
by TomDoan » Sun Sep 16, 2012 11:25 am
- 0 Replies
- 305 Views
- Last post by TomDoan
Sun Sep 16, 2012 11:25 am
- Bayesian Estimation of ARMA Model
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- Dynamic Probit Model with Gibbs Sampling
by TomDoan » Sun Sep 16, 2012 10:55 am
- 0 Replies
- 372 Views
- Last post by TomDoan
Sun Sep 16, 2012 10:55 am
- Dynamic Probit Model with Gibbs Sampling
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- EGARCH Model Simulations/Bootstrapping
by TomDoan » Fri Sep 07, 2012 4:47 pm
- 0 Replies
- 432 Views
- Last post by TomDoan
Fri Sep 07, 2012 4:47 pm
- EGARCH Model Simulations/Bootstrapping
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- DCC GARCH Model with Metropolis-Hastings
by TomDoan » Tue Aug 28, 2012 4:21 pm
- 0 Replies
- 553 Views
- Last post by TomDoan
Wed Sep 05, 2012 1:15 pm
- DCC GARCH Model with Metropolis-Hastings
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- GARCH Estimation by Importance Sampling
by TomDoan » Wed Sep 05, 2012 1:09 pm
- 0 Replies
- 409 Views
- Last post by TomDoan
Wed Sep 05, 2012 1:09 pm
- GARCH Estimation by Importance Sampling
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- GARCH Estimation by Gibbs Sampling
by TomDoan » Wed Sep 05, 2012 1:03 pm
- 0 Replies
- 388 Views
- Last post by TomDoan
Wed Sep 05, 2012 1:03 pm
- GARCH Estimation by Gibbs Sampling
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- Univariate GARCH bootstrapping
by TomDoan » Wed Sep 05, 2012 12:42 pm
- 0 Replies
- 335 Views
- Last post by TomDoan
Wed Sep 05, 2012 12:42 pm
- Univariate GARCH bootstrapping
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- Semi-parametric GARCH estimation
by TomDoan » Wed Sep 05, 2012 12:33 pm
- 0 Replies
- 277 Views
- Last post by TomDoan
Wed Sep 05, 2012 12:33 pm
- Semi-parametric GARCH estimation
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- Multivariate GARCH bootstrapping
by TomDoan » Wed Sep 05, 2012 12:14 pm
- 0 Replies
- 549 Views
- Last post by TomDoan
Wed Sep 05, 2012 12:14 pm
- Multivariate GARCH bootstrapping
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- Bai, Lumsdaine, Stock (1998) VAR Breaks
by TomDoan » Wed Sep 05, 2012 11:17 am
- 0 Replies
- 460 Views
- Last post by TomDoan
Wed Sep 05, 2012 11:17 am
- Bai, Lumsdaine, Stock (1998) VAR Breaks
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- Harvey, Ruiz, Shephard(1994) MV Stochastic Volatil
by TomDoan » Fri Aug 31, 2012 12:21 pm
- 0 Replies
- 315 Views
- Last post by TomDoan
Fri Aug 31, 2012 12:21 pm
- Harvey, Ruiz, Shephard(1994) MV Stochastic Volatil
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