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New post Matheson-Stavrev EL 2013

Last post by TomDoan « Sat Nov 29, 2025 9:23 pm
Posted in Examples and Sample Code
Replies: 8
by TomDoan » Thu Aug 31, 2017 10:47 am » in Examples and Sample Code

8 Replies

31213 Views

Last post by TomDoan
Sat Nov 29, 2025 9:23 pm
New post MVGARCHFORE—Out-of-sample variance forecasts

Last post by TomDoan « Sat Nov 29, 2025 9:15 pm
Posted in RATS Procedures

by TomDoan » Sat Nov 29, 2025 9:15 pm » in RATS Procedures

0 Replies

17588 Views

Last post by TomDoan
Sat Nov 29, 2025 9:15 pm
New post GARCHBACKTEST—Rolling GARCH Estimation

Last post by TomDoan « Sat Nov 29, 2025 9:09 pm
Posted in Examples and Sample Code

by TomDoan » Wed Sep 03, 2014 5:10 pm » in Examples and Sample Code

0 Replies

24284 Views

Last post by TomDoan
Sat Nov 29, 2025 9:09 pm
New post TVARSET—Set up VAR matrices for time-varying coefficients

Last post by TomDoan « Tue Nov 11, 2025 9:19 am
Posted in RATS Procedures

by TomDoan » Tue Nov 11, 2025 9:19 am » in RATS Procedures

0 Replies

21475 Views

Last post by TomDoan
Tue Nov 11, 2025 9:19 am
New post garchmv.rpf

Last post by TomDoan « Thu Nov 06, 2025 9:08 pm
Posted in ARCH and GARCH Models
Replies: 16
by ac_1 » Sat Oct 04, 2025 12:46 pm » in ARCH and GARCH Models
1

2
16 Replies

48609 Views

Last post by TomDoan
Thu Nov 06, 2025 9:08 pm
New post Long-run solution of the estimated STAR models

Last post by TomDoan « Wed Nov 05, 2025 8:35 am
Posted in Structural Breaks and Switching Models
Replies: 1
by Brc » Thu Oct 30, 2025 3:55 am » in Structural Breaks and Switching Models

1 Replies

23622 Views

Last post by TomDoan
Wed Nov 05, 2025 8:35 am
New post Forecasting a Linear model

Last post by TomDoan « Sun Sep 28, 2025 5:50 pm
Posted in Help With Programming
Replies: 3
by Brc » Sat Sep 27, 2025 4:16 pm » in Help With Programming

3 Replies

42923 Views

Last post by TomDoan
Sun Sep 28, 2025 5:50 pm
New post APARCH model

Last post by TomDoan « Mon Sep 22, 2025 2:56 pm
Posted in ARCH and GARCH Models
Replies: 15
by ac_1 » Mon Sep 15, 2025 5:26 am » in ARCH and GARCH Models
1

2
15 Replies

72756 Views

Last post by TomDoan
Mon Sep 22, 2025 2:56 pm
New post HAR model

Last post by TomDoan « Thu Sep 11, 2025 9:50 am
Posted in Other Time Series Analysis
Replies: 1
by ac_1 » Wed Sep 10, 2025 10:34 pm » in Other Time Series Analysis

1 Replies

58178 Views

Last post by TomDoan
Thu Sep 11, 2025 9:50 am
New post SV-AR(1) model

Last post by TomDoan « Wed Sep 10, 2025 8:36 am
Posted in State Space Models/DSGE
Replies: 20
by ac_1 » Mon Sep 01, 2025 1:54 pm » in State Space Models/DSGE
1

2
20 Replies

96103 Views

Last post by TomDoan
Wed Sep 10, 2025 8:36 am
New post various distributions of returns

Last post by TomDoan « Fri Sep 05, 2025 8:38 am
Posted in Graphics, Reports, and Other Output
Replies: 6
by ac_1 » Mon Sep 01, 2025 1:58 am » in Graphics, Reports, and Other Output

6 Replies

61094 Views

Last post by TomDoan
Fri Sep 05, 2025 8:38 am
New post Significance of multi-step ahead forecasts from risk algo's

Last post by ac_1 « Sun Aug 24, 2025 12:39 pm
Posted in ARCH and GARCH Models
Replies: 2
by ac_1 » Sat Aug 23, 2025 2:08 am » in ARCH and GARCH Models

2 Replies

43465 Views

Last post by ac_1
Sun Aug 24, 2025 12:39 pm
New post problem on version

Last post by TomDoan « Wed Aug 20, 2025 8:01 am
Posted in State Space Models/DSGE
Replies: 1
by hardmann » Sat Aug 16, 2025 10:28 pm » in State Space Models/DSGE

1 Replies

41999 Views

Last post by TomDoan
Wed Aug 20, 2025 8:01 am
New post VAR LAG SELECTION

Last post by TomDoan « Wed Aug 20, 2025 8:00 am
Posted in VARs (Vector Autoregression Models)
Replies: 1
by jimm306 » Tue Aug 19, 2025 9:17 am » in VARs (Vector Autoregression Models)

1 Replies

55060 Views

Last post by TomDoan
Wed Aug 20, 2025 8:00 am
New post How to estimate the MF-VAR model in Winrats?

Last post by hardmann « Sat Aug 16, 2025 6:39 am
Posted in State Space Models/DSGE
Replies: 2
by hardmann » Wed Jun 11, 2025 8:27 am » in State Space Models/DSGE

2 Replies

62528 Views

Last post by hardmann
Sat Aug 16, 2025 6:39 am
New post Mariano Murasawa JAE 2003—State space model with mixed frequencies

Last post by TomDoan « Thu Aug 14, 2025 2:36 pm
Posted in Examples and Sample Code

by TomDoan » Thu Aug 14, 2025 2:36 pm » in Examples and Sample Code

0 Replies

75696 Views

Last post by TomDoan
Thu Aug 14, 2025 2:36 pm
New post GLOBALVAR—Pesaran style global VAR

Last post by TomDoan « Thu Aug 14, 2025 2:24 pm
Posted in Examples and Sample Code

by TomDoan » Thu Aug 14, 2025 2:24 pm » in Examples and Sample Code

0 Replies

63108 Views

Last post by TomDoan
Thu Aug 14, 2025 2:24 pm
New post ARDLM—State space system matrices for an AR process

Last post by TomDoan « Thu Aug 14, 2025 1:35 pm
Posted in RATS Procedures

by TomDoan » Mon Jul 21, 2025 9:36 am » in RATS Procedures

0 Replies

76373 Views

Last post by TomDoan
Thu Aug 14, 2025 1:35 pm
New post VARDLM—State-space system matrices for a VAR

Last post by TomDoan « Thu Aug 14, 2025 1:34 pm
Posted in RATS Procedures

by TomDoan » Mon Jul 21, 2025 9:40 am » in RATS Procedures

0 Replies

80713 Views

Last post by TomDoan
Thu Aug 14, 2025 1:34 pm
New post LASSO—Least Absolute Shrinkage and Selection Operator

Last post by tclark « Mon Jul 21, 2025 12:37 pm
Posted in Examples and Sample Code
Replies: 3
by TomDoan » Mon Nov 04, 2024 7:55 am » in Examples and Sample Code

3 Replies

72560 Views

Last post by tclark
Mon Jul 21, 2025 12:37 pm
New post Peersman JAE 2005—Comparison of different VAR approaches

Last post by TomDoan « Mon Jul 21, 2025 9:45 am
Posted in Examples and Sample Code

by TomDoan » Mon Jul 21, 2025 9:45 am » in Examples and Sample Code

0 Replies

63480 Views

Last post by TomDoan
Mon Jul 21, 2025 9:45 am
New post IMPACTSIGNFLIP—Procedure for standardizing impact signs

Last post by TomDoan « Mon Jul 21, 2025 9:33 am
Posted in RATS Procedures

by TomDoan » Wed Nov 01, 2017 1:26 pm » in RATS Procedures

0 Replies

71243 Views

Last post by TomDoan
Mon Jul 21, 2025 9:33 am
New post FORCEDFACTOR—Creating a factor matrix with known form

Last post by TomDoan « Mon Jul 21, 2025 9:32 am
Posted in RATS Procedures

by TomDoan » Mon Jul 21, 2025 9:32 am » in RATS Procedures

0 Replies

63465 Views

Last post by TomDoan
Mon Jul 21, 2025 9:32 am
New post MCSIGNRESTRICT—Monte Carlo for Sign Restrictions

Last post by TomDoan « Mon Jul 21, 2025 9:14 am
Posted in RATS Procedures

by TomDoan » Mon Jan 06, 2025 3:47 pm » in RATS Procedures

0 Replies

74769 Views

Last post by TomDoan
Mon Jul 21, 2025 9:14 am
New post REPORTMATRIX—Use of REPORT for a cross table of statistics

Last post by TomDoan « Thu Jun 26, 2025 7:55 pm
Posted in Examples and Sample Code

by TomDoan » Thu Jun 26, 2025 7:55 pm » in Examples and Sample Code

0 Replies

124120 Views

Last post by TomDoan
Thu Jun 26, 2025 7:55 pm

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