Structural Breaks and Switching Models

New Topic

Mark topics read • 176 topics

Page 6 of 8
- Jump to page:
Previous
1
…
4
5
6
7
8
Next

Announcements

Replies

Views

Last post

RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
Posted in Forum Announcements

by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

0 Replies

1395165 Views

Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
RATS 11: Free Trial Version

Last post by TomDoan « Wed May 01, 2024 11:40 am
Posted in RATS Product Announcements

by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

0 Replies

1345613 Views

Last post by TomDoan
Wed May 01, 2024 11:40 am

Topics

Replies

Views

Last post

MS-VAR with time varying probabilities

Last post by TomDoan « Sun Mar 11, 2012 7:43 pm
Replies: 3
by Aktar » Tue Mar 06, 2012 5:19 am

3 Replies

8681 Views

Last post by TomDoan
Sun Mar 11, 2012 7:43 pm
Problem with the estimation of MSVAR examples

Last post by TomDoan « Wed Mar 07, 2012 1:03 pm
Replies: 8
by condor » Fri Jan 13, 2012 5:17 am

8 Replies

14309 Views

Last post by TomDoan
Wed Mar 07, 2012 1:03 pm
Error MultipleBreaks procedure

Last post by TomDoan « Sun Feb 19, 2012 11:43 am
Replies: 1
by Javi » Fri Feb 17, 2012 4:48 pm

1 Replies

5325 Views

Last post by TomDoan
Sun Feb 19, 2012 11:43 am
How to specify SWARCH

Last post by TomDoan « Thu Feb 16, 2012 11:25 am
Replies: 1
by hardmann » Sun Feb 12, 2012 10:14 am

1 Replies

5414 Views

Last post by TomDoan
Thu Feb 16, 2012 11:25 am
Imposing MS-Regime-probabilities estimates on other series

Last post by Matt « Fri Feb 10, 2012 8:35 am
Replies: 2
by Matt » Thu Feb 09, 2012 12:02 pm

2 Replies

6313 Views

Last post by Matt
Fri Feb 10, 2012 8:35 am
TAR/STAR Example

Last post by TomDoan « Fri Feb 03, 2012 10:05 am
Replies: 6
by TomDoan » Tue Jun 29, 2010 10:31 am

6 Replies

12634 Views

Last post by TomDoan
Fri Feb 03, 2012 10:05 am
question about switching on @msvarsetup

Last post by TomDoan « Mon Jan 30, 2012 10:27 am
Replies: 1
by hardmann » Sun Jan 29, 2012 4:02 am

1 Replies

5030 Views

Last post by TomDoan
Mon Jan 30, 2012 10:27 am
swarch.rpf shows an error wihle runing

Last post by TomDoan « Mon Jan 30, 2012 10:25 am
Replies: 1
by hardmann » Sat Jan 28, 2012 9:54 pm

1 Replies

5080 Views

Last post by TomDoan
Mon Jan 30, 2012 10:25 am
Generalized Impulse Responses

Last post by nazif « Fri Jan 20, 2012 4:14 am
Replies: 13
by nazif » Thu Jan 12, 2012 7:37 am

13 Replies

18319 Views

Last post by nazif
Fri Jan 20, 2012 4:14 am
Gray's 1996 Regime Switching GARCH

Last post by TomDoan « Wed Dec 14, 2011 10:58 am
Replies: 8
by sana » Mon Oct 03, 2011 8:54 am

8 Replies

11952 Views

Last post by TomDoan
Wed Dec 14, 2011 10:58 am
Interpretation of TVAR results

Last post by TomDoan « Wed Nov 30, 2011 2:55 pm
Replies: 1
by nazif » Wed Nov 23, 2011 5:07 pm

1 Replies

6034 Views

Last post by TomDoan
Wed Nov 30, 2011 2:55 pm
Lee-Strazicich test critical values for three breaks

Last post by moderator « Wed Nov 23, 2011 10:45 am
Replies: 1
by alvarezcc » Wed Nov 23, 2011 9:33 am

1 Replies

5201 Views

Last post by moderator
Wed Nov 23, 2011 10:45 am
Bai perron residuals

Last post by chiade « Tue Nov 22, 2011 6:44 am
Replies: 2
by chiade » Mon Nov 21, 2011 7:23 am

2 Replies

5995 Views

Last post by chiade
Tue Nov 22, 2011 6:44 am
TVAR model

Last post by TomDoan « Tue Oct 25, 2011 8:04 am
Replies: 3
by Scalper » Sun Oct 23, 2011 11:25 am

3 Replies

6362 Views

Last post by TomDoan
Tue Oct 25, 2011 8:04 am
Identification in Threshold VAR's

Last post by TomDoan « Wed Oct 05, 2011 11:56 am
Replies: 11
by luching » Fri Sep 09, 2011 6:57 am

11 Replies

16216 Views

Last post by TomDoan
Wed Oct 05, 2011 11:56 am
state-dependent impulse responses for Markov Switching VAR

Last post by TomDoan « Mon Sep 12, 2011 2:45 pm
Replies: 1
by FilipinoEconomist » Wed Jun 18, 2008 4:33 am

1 Replies

7195 Views

Last post by TomDoan
Mon Sep 12, 2011 2:45 pm
Bai Perron Test

Last post by TomDoan « Fri Aug 12, 2011 4:17 am
Replies: 8
by bizi_rats_10 » Fri Aug 06, 2010 11:52 am

8 Replies

13677 Views

Last post by TomDoan
Fri Aug 12, 2011 4:17 am
Hamilton Switching Model (new coding)

Last post by TomDoan « Wed Aug 10, 2011 11:04 am
Replies: 4
by TomDoan » Thu Feb 25, 2010 5:01 pm

4 Replies

8970 Views

Last post by TomDoan
Wed Aug 10, 2011 11:04 am
Different output with rats 7 and 8

Last post by TomDoan « Thu Jul 21, 2011 2:30 pm
Replies: 2
by Aktar » Thu Jul 21, 2011 9:51 am

2 Replies

5916 Views

Last post by TomDoan
Thu Jul 21, 2011 2:30 pm
Explosive Threshold VAR

Last post by TomDoan « Sun Apr 17, 2011 11:23 am
Replies: 3
by asmith05 » Sat Apr 16, 2011 12:23 pm

3 Replies

7186 Views

Last post by TomDoan
Sun Apr 17, 2011 11:23 am
Switching Autoregressive Coefficients

Last post by lnw « Sun Apr 03, 2011 5:10 pm

by lnw » Sun Apr 03, 2011 5:10 pm

0 Replies

4106 Views

Last post by lnw
Sun Apr 03, 2011 5:10 pm
Nonlinear Impulse Response Function

Last post by TomDoan « Fri Apr 01, 2011 12:58 pm
Replies: 5
by j_lee » Fri Feb 04, 2011 3:55 pm

5 Replies

12134 Views

Last post by TomDoan
Fri Apr 01, 2011 12:58 pm
Determining Threshold Value in the VAR model

Last post by TomDoan « Fri Apr 01, 2011 10:35 am
Replies: 9
by nazif » Wed Mar 30, 2011 6:59 am

9 Replies

12043 Views

Last post by TomDoan
Fri Apr 01, 2011 10:35 am
Markov model

Last post by TomDoan « Thu Mar 10, 2011 8:19 pm
Replies: 4
by terrya » Thu Sep 30, 2010 4:06 pm

4 Replies

8462 Views

Last post by TomDoan
Thu Mar 10, 2011 8:19 pm

New Topic

Mark topics read • 176 topics

Page 6 of 8
- Jump to page:
Previous
1
…
4
5
6
7
8
Next

Return to Board Index

Forum permissions

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum