Search found 6 matches

by hipolit
Thu Oct 24, 2019 7:05 am
Forum: Other RATS Usage Questions
Topic: MacOS CATALINA
Replies: 0
Views: 43283

MacOS CATALINA

Hi

My iMac has updated the OS from Mojave to CATALINA.
I can not run the RATS 9.1 now.
It seems that at least QuickLicenseRT and QuickLicenseRT6 apps need to be updated.

Can you help me?
by hipolit
Fri Sep 30, 2016 6:18 am
Forum: Help With Programming
Topic: Option geometric in BOOT
Replies: 1
Views: 5717

Option geometric in BOOT

In version 9.0 for Mac the option GEOMETRIC in the instruction BOOT has desappeared?
by hipolit
Wed Apr 24, 2013 4:58 am
Forum: State Space Models/DSGE
Topic: time-varying coefficients in a linear model
Replies: 4
Views: 9486

Re: time-varying coefficients in a linear model

Thank you, now is ok! :)
by hipolit
Tue Apr 23, 2013 8:05 am
Forum: State Space Models/DSGE
Topic: time-varying coefficients in a linear model
Replies: 4
Views: 9486

Re: time-varying coefficients in a linear model

Thank you very much
Now:
alfa beta and lambda are the time-varying parameters.
How can I introduce them if the linear equation to estimate is

Y_t = alfa_t +beta_t*X1_t+lambda_t*X2_t

Thanks in advance
by hipolit
Tue Apr 23, 2013 6:44 am
Forum: State Space Models/DSGE
Topic: time-varying coefficients in a linear model
Replies: 4
Views: 9486

time-varying coefficients in a linear model

I want to estimate a linear model with time-varying coefficients Y_t = alfa_t + beta_t*X1_t + lambda_t*X2_t The programa I use is the following Allocate 574 open data c:\HED9809.xls data(format=xls,org=obs) / Y X1 X2 nonlin alfa beta lambda v walfa wbeta wlambda *I introduce the following values for...
by hipolit
Tue Jun 07, 2011 10:02 am
Forum: CATS Questions
Topic: Statistic "Lambda max"
Replies: 1
Views: 11414

Statistic "Lambda max"

In CATS 2.05 the cointegration test is carried out using the "Lambda trace" test. How can I obtain within the CATS 2.05 the statistic "Lambda max" to test Cointegration? And, its asymptotic and small sample distributions? The CATS manual and the Juselius K. book "The cointeg...