Structural Breaks and Switching Models

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RATS Version 11.1

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RATS 11: Free Trial Version

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Structural equation model with regime switching

Last post by TomDoan « Sat Aug 04, 2018 2:05 pm
Replies: 5
by smgrilli » Fri Aug 03, 2018 9:34 am

5 Replies

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Last post by TomDoan
Sat Aug 04, 2018 2:05 pm
predicting a break in mean will happen or not

Last post by TomDoan « Thu May 17, 2018 9:57 pm
Replies: 1
by tasnim223 » Thu May 17, 2018 12:50 pm

1 Replies

38217 Views

Last post by TomDoan
Thu May 17, 2018 9:57 pm
Switiching Model Workbook, Example 11.3

Last post by tflavin71 « Tue Apr 17, 2018 12:30 pm
Replies: 4
by tflavin71 » Tue Apr 17, 2018 9:07 am

4 Replies

21829 Views

Last post by tflavin71
Tue Apr 17, 2018 12:30 pm
GIRF for STR models

Last post by TomDoan « Fri Mar 30, 2018 2:28 pm
Replies: 3
by Estefaniame » Sun Sep 03, 2017 2:42 pm

3 Replies

21154 Views

Last post by TomDoan
Fri Mar 30, 2018 2:28 pm
Error Bands on IRFs in TVAR

Last post by TomDoan « Thu Mar 15, 2018 12:37 pm
Replies: 20
by Jules89 » Sun Sep 03, 2017 6:50 am
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20 Replies

64720 Views

Last post by TomDoan
Thu Mar 15, 2018 12:37 pm
IRF in a Markov Switching VAR (mean)

Last post by MathieuJourjon « Wed Oct 11, 2017 9:12 pm
Replies: 8
by MathieuJourjon » Mon Sep 18, 2017 7:51 am

8 Replies

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Last post by MathieuJourjon
Wed Oct 11, 2017 9:12 pm
Testing nonlinearity with robustness to outliers

Last post by TomDoan « Mon Sep 11, 2017 1:41 pm
Replies: 5
by Estefaniame » Tue Sep 05, 2017 6:53 am

5 Replies

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Last post by TomDoan
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Reporting of nonlinear data

Last post by TomDoan « Thu Sep 07, 2017 12:45 pm
Replies: 5
by kula » Thu Sep 07, 2017 6:33 am

5 Replies

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Last post by TomDoan
Thu Sep 07, 2017 12:45 pm
Switching model workbook, example 9.3

Last post by gabri_london « Thu Aug 10, 2017 5:10 am
Replies: 10
by n141 » Tue Dec 06, 2016 12:32 am

10 Replies

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Last post by gabri_london
Thu Aug 10, 2017 5:10 am
Perron Breaks

Last post by TomDoan « Fri May 05, 2017 4:29 pm
Replies: 12
by n141 » Thu Feb 02, 2017 11:36 pm

12 Replies

23632 Views

Last post by TomDoan
Fri May 05, 2017 4:29 pm
Hamilton-rpf issue

Last post by TomDoan « Fri Apr 14, 2017 11:10 am
Replies: 3
by danon » Fri Apr 14, 2017 4:53 am

3 Replies

8136 Views

Last post by TomDoan
Fri Apr 14, 2017 11:10 am
Bayesian Threshold VAR

Last post by Jules89 « Wed Mar 08, 2017 6:37 am
Replies: 2
by Jules89 » Mon Mar 06, 2017 7:08 am

2 Replies

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Last post by Jules89
Wed Mar 08, 2017 6:37 am
## MAT15. Subscripts Too Large or Non-Positive

Last post by fan « Wed Mar 01, 2017 10:06 pm
Replies: 2
by fan » Wed Mar 01, 2017 4:34 pm

2 Replies

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Last post by fan
Wed Mar 01, 2017 10:06 pm
MCMC of a Volatility-only MS

Last post by TomDoan « Tue Feb 28, 2017 4:35 pm
Replies: 3
by alexecon » Tue Feb 28, 2017 8:09 am

3 Replies

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Last post by TomDoan
Tue Feb 28, 2017 4:35 pm
P Matrix in MSVarSetup

Last post by TomDoan « Wed Feb 22, 2017 10:01 am
Replies: 1
by alexecon » Wed Feb 22, 2017 6:06 am

1 Replies

6166 Views

Last post by TomDoan
Wed Feb 22, 2017 10:01 am
TVAR model with 3 regimes with 1 threshold state variable

Last post by TomDoan « Tue Jan 24, 2017 2:09 pm
Replies: 9
by bok1234 » Fri Jan 20, 2017 8:19 am

9 Replies

13806 Views

Last post by TomDoan
Tue Jan 24, 2017 2:09 pm
Joint transition probability

Last post by TomDoan « Thu Jan 19, 2017 5:13 pm
Replies: 23
by fan » Wed Nov 30, 2016 2:31 am
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2
23 Replies

80092 Views

Last post by TomDoan
Thu Jan 19, 2017 5:13 pm
MS-Dynamic Factor Modelling

Last post by TomDoan « Fri Nov 11, 2016 2:05 pm
Replies: 3
by danon » Fri Nov 11, 2016 1:22 am

3 Replies

7877 Views

Last post by TomDoan
Fri Nov 11, 2016 2:05 pm
A question on (T)VAR estimation results (Fstat/ p-values/R)

Last post by applej « Tue Nov 08, 2016 12:27 pm
Replies: 7
by applej » Sun Nov 06, 2016 4:24 pm

7 Replies

13260 Views

Last post by applej
Tue Nov 08, 2016 12:27 pm
msregression with mean switching

Last post by TomDoan « Thu Oct 20, 2016 11:22 am
Replies: 3
by fan » Wed Oct 19, 2016 11:38 pm

3 Replies

8386 Views

Last post by TomDoan
Thu Oct 20, 2016 11:22 am
Question about replication of Filardo(1994)

Last post by TomDoan « Thu Sep 29, 2016 7:47 am
Replies: 34
by fan » Tue Mar 22, 2016 11:38 pm
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34 Replies

78401 Views

Last post by TomDoan
Thu Sep 29, 2016 7:47 am
Dummy Variables for Multiple structural breaks in a series

Last post by TomDoan « Fri Sep 23, 2016 10:43 am
Replies: 1
by Zankawa » Fri Sep 23, 2016 5:35 am

1 Replies

6017 Views

Last post by TomDoan
Fri Sep 23, 2016 10:43 am
MSVAR or MSsysregression?

Last post by TomDoan « Thu Sep 01, 2016 9:01 am
Replies: 3
by fan » Wed Aug 31, 2016 11:28 am

3 Replies

8193 Views

Last post by TomDoan
Thu Sep 01, 2016 9:01 am
MSVAR TVTP Problems

Last post by TomDoan « Thu Aug 18, 2016 11:02 am
Replies: 3
by Jules89 » Thu Aug 18, 2016 7:18 am

3 Replies

7750 Views

Last post by TomDoan
Thu Aug 18, 2016 11:02 am
Filardo (1994) using Maximum Likelihood, Guess Values

Last post by Jules89 « Thu Aug 18, 2016 1:48 am
Replies: 21
by Jules89 » Mon Aug 08, 2016 9:40 am
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2
21 Replies

35672 Views

Last post by Jules89
Thu Aug 18, 2016 1:48 am

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