Examples and Sample Code
Use this forum for posting example programs or short bits of sample code.
80 topics • Page 2 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
- 2318 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- Gray JFE 1996 Markov Switching GARCH model
by TomDoan » Thu Aug 30, 2012 5:05 pm
- 0 Replies
- 632 Views
- Last post by TomDoan
Thu Aug 30, 2012 5:05 pm
- Gray JFE 1996 Markov Switching GARCH model
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- Baillie, Bollerslev, Mikkelson(1996) FIGARCH
by TomDoan » Thu Aug 30, 2012 4:17 pm
- 0 Replies
- 408 Views
- Last post by TomDoan
Thu Aug 30, 2012 4:17 pm
- Baillie, Bollerslev, Mikkelson(1996) FIGARCH
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- Bollerslev and Mikkelson(1996) FIEGARCH Model
by TomDoan » Mon Jul 19, 2010 9:47 am
- 3 Replies
- 1794 Views
- Last post by wardb
Thu Aug 30, 2012 4:04 pm
- Bollerslev and Mikkelson(1996) FIEGARCH Model
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- Hafner Herwartz 2006
by TomDoan » Tue May 15, 2012 10:35 am
- 3 Replies
- 1318 Views
- Last post by Bella
Thu Aug 30, 2012 7:34 am
- Hafner Herwartz 2006
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- Chan & Maheu, JBES 2002 (Jump GARCH model)
by TomDoan » Fri Aug 10, 2012 10:17 am
- 5 Replies
- 1598 Views
- Last post by irfansystem
Mon Aug 20, 2012 5:29 pm
- Chan & Maheu, JBES 2002 (Jump GARCH model)
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- van Dijk, Franses, Lucas STAR Test Robust to Outliers
by TomDoan » Mon Aug 20, 2012 11:09 am
- 0 Replies
- 602 Views
- Last post by TomDoan
Mon Aug 20, 2012 11:09 am
- van Dijk, Franses, Lucas STAR Test Robust to Outliers
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- Terasvirta 1994 STAR Models
by TomDoan » Mon Aug 20, 2012 11:04 am
- 0 Replies
- 579 Views
- Last post by TomDoan
Mon Aug 20, 2012 11:04 am
- Terasvirta 1994 STAR Models
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- Sims & Zha Econometrica 1999 Replication files
by TomDoan » Fri Jul 17, 2009 5:28 pm
- 0 Replies
- 1006 Views
- Last post by TomDoan
Tue Aug 14, 2012 2:00 pm
- Sims & Zha Econometrica 1999 Replication files
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- Monte Carlo Integration for structural near-VAR
by TomDoan » Tue Aug 14, 2012 1:50 pm
- 0 Replies
- 761 Views
- Last post by TomDoan
Tue Aug 14, 2012 1:50 pm
- Monte Carlo Integration for structural near-VAR
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- Lanne-Lutkepohl JMCB 2008 (Identification by volatility)
by TomDoan » Thu Jul 01, 2010 8:05 pm
- 3 Replies
- 1475 Views
- Last post by sleu123
Thu Aug 09, 2012 9:16 pm
- Lanne-Lutkepohl JMCB 2008 (Identification by volatility)
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- Papell-Prodan(2006) Unit Root Tests with Breaks
by TomDoan » Sat Sep 24, 2011 8:56 am
- 3 Replies
- 2144 Views
- Last post by T_FIELD
Wed Aug 08, 2012 9:57 am
- Papell-Prodan(2006) Unit Root Tests with Breaks
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- Cecchetti and Rich, JBES 2001
by TomDoan » Wed Jul 25, 2012 11:02 am
- 0 Replies
- 290 Views
- Last post by TomDoan
Wed Jul 25, 2012 11:02 am
- Cecchetti and Rich, JBES 2001
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- Fabiani-Mestre 2004 Replication
by TomDoan » Fri Oct 02, 2009 4:35 pm
- 5 Replies
- 797 Views
- Last post by TomDoan
Sun Jul 01, 2012 11:30 am
- Fabiani-Mestre 2004 Replication
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- Tse, JOE 2000 test for CC
by TomDoan » Fri Jun 29, 2012 9:21 am
- 0 Replies
- 413 Views
- Last post by TomDoan
Fri Jun 29, 2012 9:21 am
- Tse, JOE 2000 test for CC
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- Cappiello, Engle, Sheppard(2006) DCC GARCH models
1, 2 by TomDoan » Thu Aug 05, 2010 1:48 pm
- 21 Replies
- 4300 Views
- Last post by TomDoan
Thu Jun 21, 2012 10:15 am
- Cappiello, Engle, Sheppard(2006) DCC GARCH models
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- question about maxl option of boxjenk
by hardmann » Sat Jun 16, 2012 10:38 am - 1 Replies
- 785 Views
- Last post by moderator
Mon Jun 18, 2012 1:38 pm
- question about maxl option of boxjenk
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- Morley, Nelson and Zivot(2003)
by hardmann » Sun Jun 10, 2012 7:05 am
- 6 Replies
- 1374 Views
- Last post by moderator
Thu Jun 14, 2012 1:09 pm
- Morley, Nelson and Zivot(2003)
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- Perron and Wada(2009)
by TomDoan » Thu Jun 14, 2012 10:34 am
- 0 Replies
- 372 Views
- Last post by TomDoan
Thu Jun 14, 2012 10:34 am
- Perron and Wada(2009)
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- Harvey,A. AFE(2011) Modelling the Phillips curve
by hardmann » Mon Jun 04, 2012 11:16 am - 3 Replies
- 1403 Views
- Last post by TomDoan
Wed Jun 27, 2012 2:36 pm
- Harvey,A. AFE(2011) Modelling the Phillips curve
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- Faust(1998) VAR Shock isolation
by TomDoan » Fri Jun 01, 2012 12:27 pm
- 0 Replies
- 796 Views
- Last post by TomDoan
Fri Jun 01, 2012 12:27 pm
- Faust(1998) VAR Shock isolation
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- Uhlig JME 2005 Sign-Restricted IRF's for VAR
by TomDoan » Fri Jun 01, 2012 9:47 am
- 0 Replies
- 1029 Views
- Last post by TomDoan
Fri Jun 01, 2012 9:47 am
- Uhlig JME 2005 Sign-Restricted IRF's for VAR
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- Baillie-Bollerslev JBES 1989 (GARCH with weekday effects)
by TomDoan » Wed May 30, 2012 5:29 pm
- 0 Replies
- 501 Views
- Last post by TomDoan
Wed May 30, 2012 5:29 pm
- Baillie-Bollerslev JBES 1989 (GARCH with weekday effects)
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- Koop, Leon-Gonzalez, Strahan 2010
by TomDoan » Tue May 15, 2012 2:54 pm
- 0 Replies
- 458 Views
- Last post by TomDoan
Tue May 15, 2012 2:54 pm
- Koop, Leon-Gonzalez, Strahan 2010
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- Pedroni JAE 2007
by TomDoan » Tue May 15, 2012 12:33 pm
- 0 Replies
- 456 Views
- Last post by TomDoan
Tue May 15, 2012 12:33 pm
- Pedroni JAE 2007
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- Mountford & Uhlig JAE 2009 replication files
by TomDoan » Tue Aug 25, 2009 10:39 am
- 12 Replies
- 4232 Views
- Last post by nathan
Sun May 13, 2012 12:09 am
- Mountford & Uhlig JAE 2009 replication files
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