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New post Campbell-Ammer (JOF 1993)

Last post by TomDoan « Thu Nov 07, 2024 11:05 am
Posted in Examples and Sample Code
Replies: 4
by TomDoan » Wed May 05, 2010 10:49 am » in Examples and Sample Code

4 Replies

14540 Views

Last post by TomDoan
Thu Nov 07, 2024 11:05 am
New post Blanchard-Quah AER 1989 paper results

Last post by TomDoan « Thu Nov 07, 2024 10:52 am
Posted in Examples and Sample Code
Replies: 14
by TomDoan » Thu Jun 25, 2009 9:50 am » in Examples and Sample Code

14 Replies

49460 Views

Last post by TomDoan
Thu Nov 07, 2024 10:52 am
New post Bernanke, Boivin, Eliasz(2005) FAVAR

Last post by TomDoan « Thu Nov 07, 2024 10:51 am
Posted in Examples and Sample Code

by TomDoan » Thu Nov 07, 2024 10:51 am » in Examples and Sample Code

0 Replies

3059 Views

Last post by TomDoan
Thu Nov 07, 2024 10:51 am
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

11924 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

9688 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

1760 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

36890 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

35130 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

3055 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

40674 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

101489 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

36445 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

185576 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

25888 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

25285 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

2914 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

19306 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

10711 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

9208 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

2794 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

2805 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

2841 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

2737 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

2673 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

2625 Views

Last post by TomDoan
Sat Oct 05, 2024 3:56 pm

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