Search found 5 matches

by Roddy Dog
Wed Jul 11, 2018 6:24 pm
Forum: Data: Reading, Writing, Transforming
Topic: Latitude, longitude and distance
Replies: 3
Views: 8960

Re: Latitude, longitude and distance

Hi Tom, I have the latitude and longitude data in decimal degrees.
by Roddy Dog
Mon Jul 09, 2018 2:14 am
Forum: Data: Reading, Writing, Transforming
Topic: Latitude, longitude and distance
Replies: 3
Views: 8960

Latitude, longitude and distance

I have latitude and longitude coordinates for a range of cities. Can RATS compute the bilateral distances between them? If so, advice would be appreciated. Many thanks.
by Roddy Dog
Thu Oct 20, 2011 2:32 am
Forum: ARCH and GARCH Models
Topic: Panel GARCH? (Cermeno and Grier, 2006)
Replies: 61
Views: 345066

Re: Panel GARCH? (Cermeno and Grier, 2006)

I`m interested in a GARCH-in-mean effect being incorporated into this code. Would this be straightforward?

MJH.
by Roddy Dog
Mon Jul 23, 2007 12:18 am
Forum: RATS Procedures
Topic: MSVARSetup - Markov Switching VAR (obsolete)
Replies: 6
Views: 25164

MS-VECM

The switching occurs with respect to the coefficients on the lagged dependent variables as well as the lagged error correction term. See. for example, Kanas, A., and Tsiotas, G. 2005. Real Interest Rates Linkages between the USA and the UK in the Postwar Period. International Journal of Finance and ...
by Roddy Dog
Tue Jun 26, 2007 11:34 pm
Forum: RATS Procedures
Topic: MSVARSetup - Markov Switching VAR (obsolete)
Replies: 6
Views: 25164

How can I edit this procedure so I can incorporate a lagged error correction term and estimate a Markov-switching vector error correction model?