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New post Baillie, Bollerslev, Mikkelson(1996) FIGARCH

Last post by TomDoan « Thu Nov 07, 2024 10:28 am
Posted in Examples and Sample Code
Replies: 4
by TomDoan » Tue Jun 28, 2016 12:28 pm » in Examples and Sample Code

4 Replies

11542 Views

Last post by TomDoan
Thu Nov 07, 2024 10:28 am
New post Bai, Lumsdaine, Stock (1998) VAR Breaks

Last post by TomDoan « Thu Nov 07, 2024 10:25 am
Posted in Examples and Sample Code

by TomDoan » Wed Sep 05, 2012 11:17 am » in Examples and Sample Code

0 Replies

9353 Views

Last post by TomDoan
Thu Nov 07, 2024 10:25 am
New post local projection - Jorda

Last post by TomDoan « Thu Nov 07, 2024 6:45 am
Posted in Examples and Sample Code
Replies: 1
by tavera » Thu Nov 07, 2024 2:23 am » in Examples and Sample Code

1 Replies

1548 Views

Last post by TomDoan
Thu Nov 07, 2024 6:45 am
New post Introducing shocks in a VAR

Last post by TomDoan « Wed Nov 06, 2024 6:04 pm
Posted in VARs (Vector Autoregression Models)
Replies: 4
by fchang » Wed Oct 23, 2024 9:58 pm » in VARs (Vector Autoregression Models)

4 Replies

30422 Views

Last post by TomDoan
Wed Nov 06, 2024 6:04 pm
New post LASSO estimation

Last post by TomDoan « Mon Nov 04, 2024 7:58 am
Posted in Looking for Code?
Replies: 1
by ainhoa » Thu Oct 31, 2024 9:14 am » in Looking for Code?

1 Replies

28266 Views

Last post by TomDoan
Mon Nov 04, 2024 7:58 am
New post Stock and Watson JASA 1998 (Median Unbiased Estimator)

Last post by TomDoan « Thu Oct 31, 2024 4:24 pm
Posted in Examples and Sample Code

by TomDoan » Thu Oct 31, 2024 4:24 pm » in Examples and Sample Code

0 Replies

2764 Views

Last post by TomDoan
Thu Oct 31, 2024 4:24 pm
New post SEASONALDLM—state-space representation of seasonal

Last post by hardmann « Mon Oct 28, 2024 6:53 pm
Posted in RATS Procedures
Replies: 3
by TomDoan » Fri Jun 29, 2018 6:23 am » in RATS Procedures

3 Replies

33383 Views

Last post by hardmann
Mon Oct 28, 2024 6:53 pm
New post Laubach and Williams RESTAT 2003

Last post by TomDoan « Thu Oct 17, 2024 2:47 pm
Posted in Examples and Sample Code
Replies: 28
by TomDoan » Tue Apr 08, 2014 2:42 pm » in Examples and Sample Code
1

2
28 Replies

98484 Views

Last post by TomDoan
Thu Oct 17, 2024 2:47 pm
New post dots on dotted lines

Last post by TomDoan « Wed Oct 16, 2024 7:42 pm
Posted in Graphics, Reports, and Other Output
Replies: 3
by msrahman » Tue Oct 15, 2024 9:41 am » in Graphics, Reports, and Other Output

3 Replies

30178 Views

Last post by TomDoan
Wed Oct 16, 2024 7:42 pm
New post Evaluating Distributional Forecasts

Last post by TomDoan « Thu Oct 10, 2024 7:50 am
Posted in Other Time Series Analysis
Replies: 21
by ac_1 » Sat Jun 25, 2022 2:11 pm » in Other Time Series Analysis
1

2
21 Replies

174502 Views

Last post by TomDoan
Thu Oct 10, 2024 7:50 am
New post MSVARIANCES—Markov Switching Variance Model

Last post by TomDoan « Mon Oct 07, 2024 9:59 am
Posted in Examples and Sample Code

by TomDoan » Mon Jun 26, 2017 12:56 pm » in Examples and Sample Code

0 Replies

25593 Views

Last post by TomDoan
Mon Oct 07, 2024 9:59 am
New post MONTEVECM—Monte Carlo integration of VECM

Last post by TomDoan « Mon Oct 07, 2024 9:58 am
Posted in Examples and Sample Code

by TomDoan » Mon Jun 26, 2017 11:04 am » in Examples and Sample Code

0 Replies

24971 Views

Last post by TomDoan
Mon Oct 07, 2024 9:58 am
New post MONTESVAR—Structural VAR MC by Importance Sampling

Last post by TomDoan « Mon Oct 07, 2024 9:56 am
Posted in Examples and Sample Code

by TomDoan » Mon Oct 07, 2024 9:56 am » in Examples and Sample Code

0 Replies

2677 Views

Last post by TomDoan
Mon Oct 07, 2024 9:56 am
New post MONTESVAR_MH—Monte Carlo Integration of SVAR using RW M-H

Last post by TomDoan « Mon Oct 07, 2024 9:46 am
Posted in Examples and Sample Code
Replies: 2
by TomDoan » Sun Oct 08, 2023 9:44 pm » in Examples and Sample Code

2 Replies

19005 Views

Last post by TomDoan
Mon Oct 07, 2024 9:46 am
New post MONTESUR.RPF—Gibbs Sampling for near-VAR

Last post by TomDoan « Mon Oct 07, 2024 9:45 am
Posted in Examples and Sample Code
Replies: 2
by TomDoan » Mon Jun 07, 2010 10:44 pm » in Examples and Sample Code

2 Replies

10446 Views

Last post by TomDoan
Mon Oct 07, 2024 9:45 am
New post MONTEEXOGVAR.RPF example

Last post by TomDoan « Mon Oct 07, 2024 9:41 am
Posted in Examples and Sample Code

by TomDoan » Thu Jun 02, 2016 11:45 am » in Examples and Sample Code

0 Replies

8912 Views

Last post by TomDoan
Mon Oct 07, 2024 9:41 am
New post MONTEARCH—Monte Carlo analysis of test for ARCH

Last post by TomDoan « Mon Oct 07, 2024 9:40 am
Posted in Examples and Sample Code

by TomDoan » Fri Aug 02, 2024 11:31 am » in Examples and Sample Code

0 Replies

2516 Views

Last post by TomDoan
Mon Oct 07, 2024 9:40 am
New post MIXTURE—Estimation of "mixture" model

Last post by TomDoan « Mon Oct 07, 2024 9:39 am
Posted in Examples and Sample Code

by TomDoan » Mon Oct 07, 2024 9:39 am » in Examples and Sample Code

0 Replies

2517 Views

Last post by TomDoan
Mon Oct 07, 2024 9:39 am
New post MCPRICEEUROPE—Monte Carlo calculation of option price

Last post by TomDoan « Mon Oct 07, 2024 9:36 am
Posted in Examples and Sample Code

by TomDoan » Mon Oct 07, 2024 9:36 am » in Examples and Sample Code

0 Replies

2533 Views

Last post by TomDoan
Mon Oct 07, 2024 9:36 am
New post LOWESS—Non-Parametric Regression

Last post by TomDoan « Sat Oct 05, 2024 4:02 pm
Posted in Examples and Sample Code

by TomDoan » Sat Oct 05, 2024 4:02 pm » in Examples and Sample Code

0 Replies

2441 Views

Last post by TomDoan
Sat Oct 05, 2024 4:02 pm
New post LISTEXAMPLE—Example of LIST data type

Last post by TomDoan « Sat Oct 05, 2024 3:59 pm
Posted in Examples and Sample Code

by TomDoan » Sat Oct 05, 2024 3:59 pm » in Examples and Sample Code

0 Replies

2396 Views

Last post by TomDoan
Sat Oct 05, 2024 3:59 pm
New post KLEIN—Two Stage Least Squares

Last post by TomDoan « Sat Oct 05, 2024 3:56 pm
Posted in Examples and Sample Code

by TomDoan » Sat Oct 05, 2024 3:56 pm » in Examples and Sample Code

0 Replies

2356 Views

Last post by TomDoan
Sat Oct 05, 2024 3:56 pm
New post INTERVENTION—Interventional Analysis

Last post by TomDoan « Wed Sep 25, 2024 3:11 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 3:11 pm » in Examples and Sample Code

0 Replies

2395 Views

Last post by TomDoan
Wed Sep 25, 2024 3:11 pm
New post INSTRUMENT—Estimation by 2SLS

Last post by TomDoan « Wed Sep 25, 2024 3:08 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 3:08 pm » in Examples and Sample Code

0 Replies

2369 Views

Last post by TomDoan
Wed Sep 25, 2024 3:08 pm
New post IMPULSES—Graphing Impulse Responses

Last post by TomDoan « Wed Sep 25, 2024 3:05 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 3:05 pm » in Examples and Sample Code

0 Replies

2346 Views

Last post by TomDoan
Wed Sep 25, 2024 3:05 pm

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