State Space Models/DSGE

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RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
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by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

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RATS 11: Free Trial Version

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
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by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

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Unscented Kalman Filter

Last post by hardmann « Fri Apr 10, 2026 7:09 pm

by hardmann » Fri Apr 10, 2026 7:09 pm

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Last post by hardmann
Fri Apr 10, 2026 7:09 pm
question about time-varying trigonometric cycle

Last post by hardmann « Tue Feb 24, 2026 6:48 pm
Replies: 2
by hardmann » Sun Feb 22, 2026 8:59 am

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6203 Views

Last post by hardmann
Tue Feb 24, 2026 6:48 pm
question about UC model

Last post by hardmann « Sun Feb 22, 2026 10:31 am
Replies: 2
by hardmann » Fri Feb 16, 2024 6:53 am

2 Replies

42476 Views

Last post by hardmann
Sun Feb 22, 2026 10:31 am
a question about the smoothness of the trend

Last post by TomDoan « Sat Jan 24, 2026 12:16 pm
Replies: 8
by hardmann » Sat Nov 15, 2025 6:54 am

8 Replies

26210 Views

Last post by TomDoan
Sat Jan 24, 2026 12:16 pm
finding output gap by using Kalman filter.

Last post by TomDoan « Tue Jan 20, 2026 7:59 am
Replies: 1
by Brc » Mon Jan 19, 2026 12:19 pm

1 Replies

5969 Views

Last post by TomDoan
Tue Jan 20, 2026 7:59 am
SV-AR(1) model

Last post by TomDoan « Wed Sep 10, 2025 8:36 am
Replies: 20
by ac_1 » Mon Sep 01, 2025 1:54 pm
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105955 Views

Last post by TomDoan
Wed Sep 10, 2025 8:36 am
problem on version

Last post by TomDoan « Wed Aug 20, 2025 8:01 am
Replies: 1
by hardmann » Sat Aug 16, 2025 10:28 pm

1 Replies

45859 Views

Last post by TomDoan
Wed Aug 20, 2025 8:01 am
How to estimate the MF-VAR model in Winrats?

Last post by hardmann « Sat Aug 16, 2025 6:39 am
Replies: 2
by hardmann » Wed Jun 11, 2025 8:27 am

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Last post by hardmann
Sat Aug 16, 2025 6:39 am
Aruoba Diebold Scotti Real-Time Factor Model

Last post by Ermine « Wed Jun 11, 2025 9:44 am
Replies: 8
by TomDoan » Fri Feb 05, 2010 3:24 pm

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Last post by Ermine
Wed Jun 11, 2025 9:44 am
Variables Defined in DLM

Last post by TomDoan « Thu Jun 05, 2025 5:54 pm
Replies: 3
by hardmann » Tue Jun 03, 2025 12:24 pm

3 Replies

38586 Views

Last post by TomDoan
Thu Jun 05, 2025 5:54 pm
Proportional Denton Method

Last post by TomDoan « Tue May 27, 2025 3:35 pm
Replies: 1
by hardmann » Tue May 27, 2025 11:41 am

1 Replies

35203 Views

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

Last post by TomDoan « Tue May 27, 2025 3:18 pm
Replies: 3
by hardmann » Sun May 25, 2025 10:11 am

3 Replies

37543 Views

Last post by TomDoan
Tue May 27, 2025 3:18 pm
What is Coincident Index？

Last post by TomDoan « Wed Apr 09, 2025 12:21 pm
Replies: 3
by hardmann » Sun Apr 06, 2025 10:24 am

3 Replies

39723 Views

Last post by TomDoan
Wed Apr 09, 2025 12:21 pm
How can SSF model estimation be considered successful?

Last post by TomDoan « Sun Aug 04, 2024 4:47 pm
Replies: 1
by hardmann » Sat Aug 03, 2024 8:19 am

1 Replies

32356 Views

Last post by TomDoan
Sun Aug 04, 2024 4:47 pm
boundary of a component

Last post by hardmann « Sun Jul 21, 2024 8:29 pm
Replies: 2
by hardmann » Sat Jul 20, 2024 10:28 am

2 Replies

29945 Views

Last post by hardmann
Sun Jul 21, 2024 8:29 pm
EKF for benchmarking of Growth rates preservation (GRP)

Last post by TomDoan « Mon Feb 12, 2024 4:13 pm
Replies: 4
by hardmann » Fri Jan 26, 2024 10:32 am

4 Replies

38987 Views

Last post by TomDoan
Mon Feb 12, 2024 4:13 pm
a question about cycle bind

Last post by TomDoan « Mon Nov 21, 2022 5:57 pm
Replies: 5
by hardmann » Sat Nov 05, 2022 1:47 am

5 Replies

82900 Views

Last post by TomDoan
Mon Nov 21, 2022 5:57 pm
Inflation expectations dynamic factor model

Last post by economics99 « Mon Oct 31, 2022 2:33 pm
Replies: 2
by AdamElderfield » Sun May 30, 2021 5:38 pm

2 Replies

44926 Views

Last post by economics99
Mon Oct 31, 2022 2:33 pm
a suggestion on DLM instruction

Last post by TomDoan « Wed Mar 16, 2022 8:07 am
Replies: 3
by hardmann » Sat Feb 26, 2022 11:06 pm

3 Replies

47219 Views

Last post by TomDoan
Wed Mar 16, 2022 8:07 am
How to use Monte Carlo method to improve EKF est in rats

Last post by TomDoan « Tue Mar 08, 2022 3:03 pm
Replies: 1
by Draw » Tue Mar 08, 2022 4:37 am

1 Replies

41895 Views

Last post by TomDoan
Tue Mar 08, 2022 3:03 pm
a question on significant of hyperparamter in DLM

Last post by TomDoan « Sun Feb 27, 2022 10:28 am
Replies: 3
by hardmann » Sat Feb 26, 2022 12:05 am

3 Replies

43735 Views

Last post by TomDoan
Sun Feb 27, 2022 10:28 am
a question on variance

Last post by TomDoan « Sat Feb 26, 2022 7:46 am
Replies: 5
by hardmann » Thu Feb 24, 2022 9:21 am

5 Replies

46087 Views

Last post by TomDoan
Sat Feb 26, 2022 7:46 am
a question on EKF

Last post by TomDoan « Tue Feb 15, 2022 7:58 am
Replies: 1
by hardmann » Sun Feb 13, 2022 10:52 am

1 Replies

40370 Views

Last post by TomDoan
Tue Feb 15, 2022 7:58 am
Alternative solutions for Laubach & Williams(2003)

Last post by hardmann « Fri Feb 04, 2022 10:29 am

by hardmann » Fri Feb 04, 2022 10:29 am

0 Replies

40213 Views

Last post by hardmann
Fri Feb 04, 2022 10:29 am
how to estimate monthly output gap?

Last post by hardmann « Mon Jan 31, 2022 9:41 am
Replies: 5
by hardmann » Sun Dec 08, 2019 8:48 am

5 Replies

51351 Views

Last post by hardmann
Mon Jan 31, 2022 9:41 am

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