The RATS Software Forum

Unread posts

Go to advanced search

Mark all read • Search found more than 1000 matches

Page 30 of 40
- Jump to page:
Previous
1
…
28
29
30
31
32
…
40
Next

Topics

Replies

Views

Last post

New post Forecast function with shocks

Last post by TomDoan « Tue Sep 17, 2019 5:36 pm
Posted in VARs (Vector Autoregression Models)
Replies: 3
by lali62 » Tue Sep 17, 2019 2:59 pm » in VARs (Vector Autoregression Models)

3 Replies

7701 Views

Last post by TomDoan
Tue Sep 17, 2019 5:36 pm
New post Estimation of LSTAR models

Last post by TomDoan « Mon Sep 16, 2019 1:32 pm
Posted in Structural Breaks and Switching Models
Replies: 14
by AndreRiver » Tue Oct 30, 2018 10:45 pm » in Structural Breaks and Switching Models

14 Replies

82883 Views

Last post by TomDoan
Mon Sep 16, 2019 1:32 pm
New post Problem with optimisation

Last post by PeterF « Mon Sep 16, 2019 9:40 am
Posted in Help With Programming
Replies: 6
by PeterF » Thu Sep 12, 2019 5:17 pm » in Help With Programming

6 Replies

11606 Views

Last post by PeterF
Mon Sep 16, 2019 9:40 am
New post Receiver operating characteristic (ROC)

Last post by Alberto « Wed Sep 11, 2019 10:59 am
Posted in Looking for Code?

by Alberto » Wed Sep 11, 2019 10:59 am » in Looking for Code?

0 Replies

7120 Views

Last post by Alberto
Wed Sep 11, 2019 10:59 am
New post question about fixed and random effects

Last post by TomDoan « Mon Sep 09, 2019 9:22 am
Posted in Panel Data
Replies: 15
by jack » Mon Sep 02, 2019 5:33 am » in Panel Data
1

2
15 Replies

98442 Views

Last post by TomDoan
Mon Sep 09, 2019 9:22 am
New post Question during multivariate Garch Models

Last post by TomDoan « Sun Sep 08, 2019 10:29 pm
Posted in ARCH and GARCH Models
Replies: 3
by yangdashan » Fri Aug 30, 2019 2:31 pm » in ARCH and GARCH Models

3 Replies

8362 Views

Last post by TomDoan
Sun Sep 08, 2019 10:29 pm
New post Tsay, Chen - Nonlinear Time Series Analysis

Last post by PeterF « Sat Sep 07, 2019 10:49 am
Posted in Looking for Code?

by PeterF » Sat Sep 07, 2019 10:49 am » in Looking for Code?

0 Replies

6037 Views

Last post by PeterF
Sat Sep 07, 2019 10:49 am
New post HURST—calculates Hurst exponent

Last post by TomDoan « Fri Sep 06, 2019 11:21 am
Posted in RATS Procedures

by TomDoan » Wed Mar 12, 2014 8:39 am » in RATS Procedures

0 Replies

8550 Views

Last post by TomDoan
Fri Sep 06, 2019 11:21 am
New post Commandeur & Koopman, State Space Time Series Analysis

Last post by TomDoan « Thu Sep 05, 2019 9:27 pm
Posted in RATS for Teachers & Students
Replies: 4
by TomDoan » Thu Jun 28, 2012 1:01 pm » in RATS for Teachers & Students

4 Replies

111916 Views

Last post by TomDoan
Thu Sep 05, 2019 9:27 pm
New post Dynamic factor model with GARCH effects & correlated errors

Last post by bchimai « Tue Sep 03, 2019 1:32 pm
Posted in State Space Models/DSGE

by bchimai » Tue Sep 03, 2019 1:32 pm » in State Space Models/DSGE

0 Replies

16503 Views

Last post by bchimai
Tue Sep 03, 2019 1:32 pm
New post Is it possible to do the q test on the squared residual

Last post by TomDoan « Mon Sep 02, 2019 1:08 pm
Posted in VARs (Vector Autoregression Models)
Replies: 1
by yangdashan » Mon Sep 02, 2019 12:18 pm » in VARs (Vector Autoregression Models)

1 Replies

6070 Views

Last post by TomDoan
Mon Sep 02, 2019 1:08 pm
New post SVAR and MGARCH

Last post by TomDoan « Mon Sep 02, 2019 7:49 am
Posted in VARs (Vector Autoregression Models)
Replies: 5
by luxu1983 » Fri Mar 12, 2010 8:10 pm » in VARs (Vector Autoregression Models)

5 Replies

11615 Views

Last post by TomDoan
Mon Sep 02, 2019 7:49 am
New post Help with accumulate

Last post by Ozmando « Sat Aug 31, 2019 3:15 pm
Posted in Help With Programming
Replies: 13
by Ozmando » Thu Aug 29, 2019 5:49 am » in Help With Programming

13 Replies

18210 Views

Last post by Ozmando
Sat Aug 31, 2019 3:15 pm
New post Forecasting with ARFIMA model

Last post by Zied_bct « Sat Aug 31, 2019 2:13 pm
Posted in Other Time Series Analysis

by Zied_bct » Sat Aug 31, 2019 2:13 pm » in Other Time Series Analysis

0 Replies

17555 Views

Last post by Zied_bct
Sat Aug 31, 2019 2:13 pm
New post Monte Carlo in SVAR

Last post by TomDoan « Thu Aug 29, 2019 8:29 am
Posted in VARs (Vector Autoregression Models)
Replies: 1
by sanjeev » Thu Aug 29, 2019 7:18 am » in VARs (Vector Autoregression Models)

1 Replies

6101 Views

Last post by TomDoan
Thu Aug 29, 2019 8:29 am
New post Causality Tests

Last post by TomDoan « Wed Aug 28, 2019 3:14 pm
Posted in VARs (Vector Autoregression Models)
Replies: 1
by yangdashan » Wed Aug 28, 2019 12:08 pm » in VARs (Vector Autoregression Models)

1 Replies

6005 Views

Last post by TomDoan
Wed Aug 28, 2019 3:14 pm
New post The parameter of DCC model

Last post by TomDoan « Fri Aug 23, 2019 3:54 pm
Posted in ARCH and GARCH Models
Replies: 4
by pascal » Sat Jul 13, 2019 10:43 am » in ARCH and GARCH Models

4 Replies

9791 Views

Last post by TomDoan
Fri Aug 23, 2019 3:54 pm
New post IRFs and VDC for levels

Last post by TomDoan « Fri Aug 23, 2019 7:15 am
Posted in VARs (Vector Autoregression Models)
Replies: 7
by ursula » Sun Jul 05, 2009 2:05 am » in VARs (Vector Autoregression Models)

7 Replies

16496 Views

Last post by TomDoan
Fri Aug 23, 2019 7:15 am
New post errors-in-variables and shanken's (1992) correction

Last post by fan « Wed Aug 21, 2019 6:33 pm
Posted in General Econometrics
Replies: 1
by fan » Thu Apr 18, 2019 4:19 am » in General Econometrics

1 Replies

55707 Views

Last post by fan
Wed Aug 21, 2019 6:33 pm
New post Maheu and McCurdy (2000)

Last post by fan « Wed Aug 21, 2019 6:32 pm
Posted in Looking for Code?
Replies: 3
by fan » Mon Dec 21, 2015 4:53 pm » in Looking for Code?

3 Replies

10475 Views

Last post by fan
Wed Aug 21, 2019 6:32 pm
New post retaining series name in reglist

Last post by TomDoan « Mon Aug 19, 2019 11:43 am
Posted in Help With Programming
Replies: 1
by Gilbril » Mon Aug 19, 2019 7:55 am » in Help With Programming

1 Replies

6491 Views

Last post by TomDoan
Mon Aug 19, 2019 11:43 am
New post Regarding multivariate VAR-GARCH model

Last post by TomDoan « Mon Aug 19, 2019 11:27 am
Posted in ARCH and GARCH Models
Replies: 1
by Owen Wang » Mon Aug 19, 2019 10:41 am » in ARCH and GARCH Models

1 Replies

5920 Views

Last post by TomDoan
Mon Aug 19, 2019 11:27 am
New post Bauwens and Laurent(2005)

Last post by TomDoan « Tue Aug 13, 2019 8:59 am
Posted in Examples and Sample Code

by TomDoan » Sat Jul 06, 2013 2:33 pm » in Examples and Sample Code

0 Replies

6933 Views

Last post by TomDoan
Tue Aug 13, 2019 8:59 am
New post Granger Causality Tests with Panel Data

Last post by TomDoan « Mon Aug 12, 2019 9:25 am
Posted in Panel Data
Replies: 66
by e1983 » Tue May 29, 2012 5:48 pm » in Panel Data
1

2

3

4

5
66 Replies

303529 Views

Last post by TomDoan
Mon Aug 12, 2019 9:25 am
New post sign restrictions: Rubio-Waggoner-Zha approach

Last post by TomDoan « Mon Aug 05, 2019 2:09 pm
Posted in VARs (Vector Autoregression Models)
Replies: 12
by tclark » Tue Oct 06, 2009 12:51 pm » in VARs (Vector Autoregression Models)

12 Replies

25125 Views

Last post by TomDoan
Mon Aug 05, 2019 2:09 pm

Search found more than 1000 matches

Page 30 of 40
- Jump to page:
Previous
1
…
28
29
30
31
32
…
40
Next

Go to advanced search