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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

24733 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

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2489 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

18835 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

10238 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

8686 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

2299 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

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2288 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

2310 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

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2214 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

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2200 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

2178 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

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2178 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

2113 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

2140 Views

Last post by TomDoan
Wed Sep 25, 2024 3:05 pm
New post INFLUNEM—Repetitive Generation of Graphs

Last post by TomDoan « Wed Sep 25, 2024 3:02 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 3:02 pm » in Examples and Sample Code

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2228 Views

Last post by TomDoan
Wed Sep 25, 2024 3:02 pm
New post HASBROUCK—Long-run Decomposition of Variance

Last post by TomDoan « Wed Sep 25, 2024 2:59 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 2:59 pm » in Examples and Sample Code

0 Replies

2088 Views

Last post by TomDoan
Wed Sep 25, 2024 2:59 pm
New post HANSEN—Specification Tests in 2SLS

Last post by TomDoan « Wed Sep 25, 2024 2:56 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 25, 2024 2:56 pm » in Examples and Sample Code

0 Replies

2122 Views

Last post by TomDoan
Wed Sep 25, 2024 2:56 pm
New post Position of keys in my SPGRAPH

Last post by TomDoan « Fri Sep 13, 2024 9:32 pm
Posted in Graphics, Reports, and Other Output
Replies: 1
by msrahman » Thu Sep 12, 2024 12:06 pm » in Graphics, Reports, and Other Output

1 Replies

23314 Views

Last post by TomDoan
Fri Sep 13, 2024 9:32 pm
New post HAMILTON—Hamilton MS Autoregression

Last post by TomDoan « Sun Sep 08, 2024 10:13 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 08, 2024 10:13 am » in Examples and Sample Code

0 Replies

2124 Views

Last post by TomDoan
Sun Sep 08, 2024 10:13 am
New post GIV—Generalized Instrumental Variables

Last post by TomDoan « Sun Sep 08, 2024 10:08 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 08, 2024 10:08 am » in Examples and Sample Code

0 Replies

2118 Views

Last post by TomDoan
Sun Sep 08, 2024 10:08 am
New post GIV—Generalized Instrumental Variables

Last post by TomDoan « Sun Sep 08, 2024 10:08 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 08, 2024 10:08 am » in Examples and Sample Code

0 Replies

2134 Views

Last post by TomDoan
Sun Sep 08, 2024 10:08 am
New post GIBBSPROBITDYNAMIC—Gibbs Sampling for Dynamic Probit

Last post by TomDoan « Sun Sep 08, 2024 10:04 am
Posted in Examples and Sample Code

by TomDoan » Sun Sep 16, 2012 10:55 am » in Examples and Sample Code

0 Replies

6009 Views

Last post by TomDoan
Sun Sep 08, 2024 10:04 am
New post p-values of Correlation Matrix

Last post by bok1234 « Thu Aug 29, 2024 9:27 am
Posted in Other RATS Usage Questions
Replies: 7
by bok1234 » Tue Aug 27, 2024 2:21 am » in Other RATS Usage Questions

7 Replies

29676 Views

Last post by bok1234
Thu Aug 29, 2024 9:27 am
New post Theoretical moment question

Last post by TomDoan « Tue Aug 27, 2024 10:09 am
Posted in Other Time Series Analysis
Replies: 6
by ac_1 » Mon Aug 26, 2024 4:22 am » in Other Time Series Analysis

6 Replies

26751 Views

Last post by TomDoan
Tue Aug 27, 2024 10:09 am
New post Hamilton ML Estimation error

Last post by TomDoan « Tue Aug 20, 2024 11:08 am
Posted in Structural Breaks and Switching Models
Replies: 5
by Diego » Tue Aug 13, 2024 9:08 pm » in Structural Breaks and Switching Models

5 Replies

25360 Views

Last post by TomDoan
Tue Aug 20, 2024 11:08 am

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