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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

77464 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

89227 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

138004 Views

Last post by TomDoan
Thu Jun 26, 2025 7:55 pm
New post INCLANTIAO—ICSS Examination of Variance Breaks

Last post by TomDoan « Thu Jun 26, 2025 7:48 pm
Posted in Examples and Sample Code

by TomDoan » Thu Jun 26, 2025 7:48 pm » in Examples and Sample Code

0 Replies

87370 Views

Last post by TomDoan
Thu Jun 26, 2025 7:48 pm
New post ICSS—Variance Break Procedure

Last post by TomDoan « Thu Jun 26, 2025 7:45 pm
Posted in RATS Procedures

by TomDoan » Thu May 05, 2011 11:22 am » in RATS Procedures

0 Replies

148934 Views

Last post by TomDoan
Thu Jun 26, 2025 7:45 pm
New post IRFCONSTRAIN—SVAR with constraints at arbitrary horizons

Last post by TomDoan « Thu Jun 26, 2025 7:43 pm
Posted in Examples and Sample Code

by TomDoan » Thu Jun 26, 2025 7:43 pm » in Examples and Sample Code

0 Replies

79740 Views

Last post by TomDoan
Thu Jun 26, 2025 7:43 pm
New post WZSAMPLER—Waggoner-Zha Gibbs Sampler

Last post by TomDoan « Thu Jun 26, 2025 10:37 am
Posted in Examples and Sample Code

by TomDoan » Sun Oct 26, 2014 8:47 pm » in Examples and Sample Code

0 Replies

81275 Views

Last post by TomDoan
Thu Jun 26, 2025 10:37 am
New post GARCHDCCFORECAST—Forecast of DCC Model

Last post by TomDoan « Thu Jun 26, 2025 10:34 am
Posted in Examples and Sample Code

by TomDoan » Fri Aug 02, 2024 11:56 am » in Examples and Sample Code

0 Replies

74406 Views

Last post by TomDoan
Thu Jun 26, 2025 10:34 am
New post NNDYNFORE—Dynamic forecasts with neural network

Last post by TomDoan « Thu Jun 26, 2025 6:43 am
Posted in Examples and Sample Code

by TomDoan » Thu Jun 26, 2025 6:43 am » in Examples and Sample Code

0 Replies

76280 Views

Last post by TomDoan
Thu Jun 26, 2025 6:43 am
New post Problem with a rolling regression

Last post by PeterF « Mon Jun 16, 2025 7:55 am
Posted in Help With Programming
Replies: 2
by PeterF » Sun Jun 15, 2025 10:02 am » in Help With Programming

2 Replies

61032 Views

Last post by PeterF
Mon Jun 16, 2025 7:55 am
New post summing available daily observations to monthly

Last post by tclark « Wed Jun 11, 2025 5:34 pm
Posted in Data: Reading, Writing, Transforming
Replies: 2
by tclark » Wed Jun 11, 2025 7:46 am » in Data: Reading, Writing, Transforming

2 Replies

60657 Views

Last post by tclark
Wed Jun 11, 2025 5:34 pm
New post Aruoba Diebold Scotti Real-Time Factor Model

Last post by Ermine « Wed Jun 11, 2025 9:44 am
Posted in State Space Models/DSGE
Replies: 8
by TomDoan » Fri Feb 05, 2010 3:24 pm » in State Space Models/DSGE

8 Replies

60592 Views

Last post by Ermine
Wed Jun 11, 2025 9:44 am
New post write out colunm name

Last post by hardmann « Wed Jun 11, 2025 8:12 am
Posted in Data: Reading, Writing, Transforming
Replies: 6
by hardmann » Sun Apr 27, 2025 7:24 pm » in Data: Reading, Writing, Transforming

6 Replies

45722 Views

Last post by hardmann
Wed Jun 11, 2025 8:12 am
New post A TAR model with three regimes

Last post by TomDoan « Tue Jun 10, 2025 10:46 pm
Posted in Structural Breaks and Switching Models
Replies: 1
by Brc » Wed Jun 04, 2025 3:30 pm » in Structural Breaks and Switching Models

1 Replies

56927 Views

Last post by TomDoan
Tue Jun 10, 2025 10:46 pm
New post Variables Defined in DLM

Last post by TomDoan « Thu Jun 05, 2025 5:54 pm
Posted in State Space Models/DSGE
Replies: 3
by hardmann » Tue Jun 03, 2025 12:24 pm » in State Space Models/DSGE

3 Replies

42241 Views

Last post by TomDoan
Thu Jun 05, 2025 5:54 pm
New post Terasvirta 1994 STAR Models

Last post by TomDoan « Thu Jun 05, 2025 1:51 pm
Posted in Examples and Sample Code
Replies: 2
by TomDoan » Mon Aug 20, 2012 11:04 am » in Examples and Sample Code

2 Replies

47829 Views

Last post by TomDoan
Thu Jun 05, 2025 1:51 pm
New post Forecast TAR and AR model

Last post by TomDoan « Thu Jun 05, 2025 1:51 pm
Posted in Structural Breaks and Switching Models
Replies: 1
by Brc » Wed Jun 04, 2025 3:48 pm » in Structural Breaks and Switching Models

1 Replies

38678 Views

Last post by TomDoan
Thu Jun 05, 2025 1:51 pm
New post MULTIPLEBREAKS—Breaks based upon threshold

Last post by TomDoan « Thu Jun 05, 2025 8:52 am
Posted in RATS Procedures
Replies: 3
by TomDoan » Mon Jun 28, 2010 10:12 pm » in RATS Procedures

3 Replies

51705 Views

Last post by TomDoan
Thu Jun 05, 2025 8:52 am
New post About TAR model: Chan's method to select threshold value

Last post by Brc « Wed Jun 04, 2025 1:09 pm
Posted in Structural Breaks and Switching Models
Replies: 4
by Brc » Tue Jun 03, 2025 1:44 pm » in Structural Breaks and Switching Models

4 Replies

41425 Views

Last post by Brc
Wed Jun 04, 2025 1:09 pm
New post About TAR Model

Last post by TomDoan « Tue Jun 03, 2025 1:41 pm
Posted in Structural Breaks and Switching Models
Replies: 3
by Brc » Mon Jun 02, 2025 6:58 pm » in Structural Breaks and Switching Models

3 Replies

40029 Views

Last post by TomDoan
Tue Jun 03, 2025 1:41 pm
New post winrats inter-operation

Last post by TomDoan « Tue Jun 03, 2025 1:40 pm
Posted in Suggestion Box
Replies: 26
by hardmann » Sat Dec 09, 2023 11:56 am » in Suggestion Box
1

2
26 Replies

161889 Views

Last post by TomDoan
Tue Jun 03, 2025 1:40 pm
New post May 2025 Newsletter

Last post by TomDoan « Tue May 27, 2025 3:52 pm
Posted in Newsletters

by TomDoan » Tue May 27, 2025 3:52 pm » in Newsletters

0 Replies

112047 Views

Last post by TomDoan
Tue May 27, 2025 3:52 pm
New post Proportional Denton Method

Last post by TomDoan « Tue May 27, 2025 3:35 pm
Posted in State Space Models/DSGE
Replies: 1
by hardmann » Tue May 27, 2025 11:41 am » in State Space Models/DSGE

1 Replies

38551 Views

Last post by TomDoan
Tue May 27, 2025 3:35 pm
New post question on Decomposition

Last post by TomDoan « Tue May 27, 2025 3:18 pm
Posted in State Space Models/DSGE
Replies: 3
by hardmann » Sun May 25, 2025 10:11 am » in State Space Models/DSGE

3 Replies

41031 Views

Last post by TomDoan
Tue May 27, 2025 3:18 pm
New post Kim and Nelson, State-space Models with Regime Switching

Last post by Tsaritsa « Sun May 25, 2025 3:20 pm
Posted in RATS for Teachers & Students
Replies: 15
by TomDoan » Wed Sep 21, 2011 2:26 pm » in RATS for Teachers & Students
1

2
15 Replies

130291 Views

Last post by Tsaritsa
Sun May 25, 2025 3:20 pm

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