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New post State-space Models with Regime Switching- KIMNP124.RPF

Last post by sunilpaul29 « Fri Feb 09, 2018 11:40 pm
Posted in Examples and Sample Code
Replies: 2
by sunilpaul29 » Thu Feb 08, 2018 9:18 am » in Examples and Sample Code

2 Replies

5936 Views

Last post by sunilpaul29
Fri Feb 09, 2018 11:40 pm
New post Calculating annual average growth rates in a panel

Last post by Marcus « Mon Feb 05, 2018 3:26 pm
Posted in Data: Reading, Writing, Transforming
Replies: 2
by Marcus » Mon Feb 05, 2018 8:32 am » in Data: Reading, Writing, Transforming

2 Replies

7122 Views

Last post by Marcus
Mon Feb 05, 2018 3:26 pm
New post Multivariate GARCH-M, with restrictions across equations

Last post by TomDoan « Mon Feb 05, 2018 11:03 am
Posted in ARCH and GARCH Models
Replies: 8
by unfallenfelix » Tue Jan 16, 2018 1:24 pm » in ARCH and GARCH Models

8 Replies

13637 Views

Last post by TomDoan
Mon Feb 05, 2018 11:03 am
New post Long run variances

Last post by LeCaptain « Mon Feb 05, 2018 8:58 am
Posted in General Econometrics
Replies: 12
by Anna » Tue Oct 06, 2009 8:55 pm » in General Econometrics

12 Replies

26461 Views

Last post by LeCaptain
Mon Feb 05, 2018 8:58 am
New post disaggregate procedure

Last post by TomDoan « Sat Feb 03, 2018 8:13 pm
Posted in RATS Procedures
Replies: 3
by terrya » Sat Feb 03, 2018 4:49 pm » in RATS Procedures

3 Replies

7208 Views

Last post by TomDoan
Sat Feb 03, 2018 8:13 pm
New post VARX code example

Last post by TomDoan « Wed Jan 31, 2018 10:58 am
Posted in VARs (Vector Autoregression Models)
Replies: 1
by bok1234 » Wed Jan 31, 2018 3:31 am » in VARs (Vector Autoregression Models)

1 Replies

5837 Views

Last post by TomDoan
Wed Jan 31, 2018 10:58 am
New post Lee JIMF 1994—VECM-GARCH Models

Last post by TomDoan « Tue Jan 30, 2018 4:07 pm
Posted in Examples and Sample Code

by TomDoan » Mon Jun 26, 2017 12:52 pm » in Examples and Sample Code

0 Replies

4318 Views

Last post by TomDoan
Tue Jan 30, 2018 4:07 pm
New post Dueker JBES 1997 MS-GARCH models

Last post by TomDoan « Tue Jan 30, 2018 3:31 pm
Posted in Examples and Sample Code
Replies: 19
by TomDoan » Tue Aug 30, 2011 5:59 pm » in Examples and Sample Code
1

2
19 Replies

30811 Views

Last post by TomDoan
Tue Jan 30, 2018 3:31 pm
New post Tsay JASA 1998 Threshold VAR

Last post by TomDoan « Tue Jan 30, 2018 3:06 pm
Posted in Examples and Sample Code
Replies: 15
by TomDoan » Wed Mar 30, 2011 9:39 am » in Examples and Sample Code
1

2
15 Replies

29247 Views

Last post by TomDoan
Tue Jan 30, 2018 3:06 pm
New post Triangular BEKK Model

Last post by TomDoan « Tue Jan 30, 2018 8:37 am
Posted in ARCH and GARCH Models
Replies: 1
by Zankawa » Mon Jan 29, 2018 4:16 pm » in ARCH and GARCH Models

1 Replies

5778 Views

Last post by TomDoan
Tue Jan 30, 2018 8:37 am
New post DLM, TVC and GAP

Last post by TomDoan « Fri Jan 26, 2018 10:43 am
Posted in State Space Models/DSGE
Replies: 9
by fioramanti » Wed Jan 24, 2018 7:01 am » in State Space Models/DSGE

9 Replies

15987 Views

Last post by TomDoan
Fri Jan 26, 2018 10:43 am
New post Standard deviation to percentage changes interpretation

Last post by TomDoan « Thu Jan 25, 2018 12:38 pm
Posted in VARs (Vector Autoregression Models)
Replies: 25
by jacarandas » Thu Sep 26, 2013 1:50 am » in VARs (Vector Autoregression Models)
1

2
25 Replies

47236 Views

Last post by TomDoan
Thu Jan 25, 2018 12:38 pm
New post Simulation of AR(1) and MA(1) model

Last post by TomDoan « Thu Jan 25, 2018 11:27 am
Posted in Looking for Code?
Replies: 1
by bibhuti06 » Thu Jan 25, 2018 11:06 am » in Looking for Code?

1 Replies

7125 Views

Last post by TomDoan
Thu Jan 25, 2018 11:27 am
New post Mixed-frequency VAR models with Markov-switching dynamics

Last post by liqingzhao « Tue Jan 23, 2018 8:13 pm
Posted in Looking for Code?

by liqingzhao » Tue Jan 23, 2018 8:13 pm » in Looking for Code?

0 Replies

5610 Views

Last post by liqingzhao
Tue Jan 23, 2018 8:13 pm
New post Harvey, Ruiz, Shephard(1994) MV Stochastic Volatil

Last post by TomDoan « Mon Jan 22, 2018 5:22 pm
Posted in Examples and Sample Code
Replies: 6
by TomDoan » Fri Aug 31, 2012 12:21 pm » in Examples and Sample Code

6 Replies

11972 Views

Last post by TomDoan
Mon Jan 22, 2018 5:22 pm
New post January 2018 RATSLetter

Last post by TomDoan « Thu Jan 18, 2018 4:30 pm
Posted in Newsletters

by TomDoan » Thu Jan 18, 2018 4:30 pm » in Newsletters

0 Replies

81572 Views

Last post by TomDoan
Thu Jan 18, 2018 4:30 pm
New post Regarding Confidence Intervals

Last post by TomDoan « Mon Jan 15, 2018 10:46 am
Posted in VARs (Vector Autoregression Models)
Replies: 1
by RK2509 » Sat Jan 13, 2018 12:11 pm » in VARs (Vector Autoregression Models)

1 Replies

5889 Views

Last post by TomDoan
Mon Jan 15, 2018 10:46 am
New post GJR GARCH with dummy variable in variance equation

Last post by TomDoan « Thu Jan 11, 2018 1:10 pm
Posted in ARCH and GARCH Models
Replies: 8
by emna » Thu Dec 28, 2017 9:30 am » in ARCH and GARCH Models

8 Replies

14903 Views

Last post by TomDoan
Thu Jan 11, 2018 1:10 pm
New post Restricted Trend IN VECM

Last post by alexecon « Tue Jan 09, 2018 9:34 am
Posted in VARs (Vector Autoregression Models)
Replies: 5
by alexecon » Tue Sep 05, 2017 9:57 am » in VARs (Vector Autoregression Models)

5 Replies

10872 Views

Last post by alexecon
Tue Jan 09, 2018 9:34 am
New post evaluation of forecasts under VAR

Last post by TomDoan « Fri Jan 05, 2018 9:33 am
Posted in VARs (Vector Autoregression Models)
Replies: 4
by sanjeev » Wed Aug 12, 2015 11:14 pm » in VARs (Vector Autoregression Models)

4 Replies

8992 Views

Last post by TomDoan
Fri Jan 05, 2018 9:33 am
New post Notes on BEKK and Triangular BEKK Models

Last post by TomDoan « Sun Dec 31, 2017 1:13 pm
Posted in ARCH and GARCH Models
Replies: 3
by Zankawa » Thu Dec 28, 2017 4:33 pm » in ARCH and GARCH Models

3 Replies

8691 Views

Last post by TomDoan
Sun Dec 31, 2017 1:13 pm
New post Correlation: VCV versus CMOM

Last post by TomDoan « Thu Dec 28, 2017 7:33 am
Posted in Help With Programming
Replies: 1
by schwa012 » Thu Dec 28, 2017 6:02 am » in Help With Programming

1 Replies

7958 Views

Last post by TomDoan
Thu Dec 28, 2017 7:33 am
New post Canova-Ciccarelli, Estimating Multi-country VAR Models

Last post by allister « Wed Dec 27, 2017 2:08 pm
Posted in Examples and Sample Code
Replies: 2
by allister » Wed Dec 27, 2017 1:09 pm » in Examples and Sample Code

2 Replies

6647 Views

Last post by allister
Wed Dec 27, 2017 2:08 pm
New post Plot of Option Delta over Time to Maturity

Last post by alexecon « Wed Dec 27, 2017 1:21 pm
Posted in Graphics, Reports, and Other Output
Replies: 6
by alexecon » Sat Dec 02, 2017 11:04 am » in Graphics, Reports, and Other Output

6 Replies

17910 Views

Last post by alexecon
Wed Dec 27, 2017 1:21 pm
New post spgraph different from excel

Last post by ege_man « Tue Dec 26, 2017 4:29 pm
Posted in Graphics, Reports, and Other Output
Replies: 2
by ege_man » Tue Dec 26, 2017 3:23 am » in Graphics, Reports, and Other Output

2 Replies

7456 Views

Last post by ege_man
Tue Dec 26, 2017 4:29 pm

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