Structural Breaks and Switching Models

New Topic

Mark topics read • 178 topics

Page 3 of 8
- Jump to page:
Previous
1
2
3
4
5
…
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

1855171 Views

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

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
Posted in RATS Product Announcements
Replies: 2
by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

2 Replies

1762590 Views

Last post by RK2509
Sun Apr 05, 2026 9:17 pm

Topics

Replies

Views

Last post

Filardo (1994) maximum likelihood, problem with maximize

Last post by TomDoan « Mon Aug 15, 2016 10:28 am
Replies: 5
by Jules89 » Mon Aug 15, 2016 6:31 am

5 Replies

9158 Views

Last post by TomDoan
Mon Aug 15, 2016 10:28 am
question about @MSVARSTDRESIDUAL

Last post by fan « Wed Aug 10, 2016 3:16 pm
Replies: 2
by fan » Tue Aug 09, 2016 1:00 am

2 Replies

6706 Views

Last post by fan
Wed Aug 10, 2016 3:16 pm
Smoothed and Unsmoothed Regime Probabilities TVTP Filardo

Last post by Jules89 « Wed Aug 10, 2016 1:58 am
Replies: 2
by Jules89 » Tue Aug 09, 2016 9:16 am

2 Replies

6590 Views

Last post by Jules89
Wed Aug 10, 2016 1:58 am
Cointegration with Multiple Structural Breaks

Last post by TomDoan « Tue Aug 09, 2016 2:56 pm
Replies: 5
by Kahn » Mon Aug 08, 2016 7:38 pm

5 Replies

10072 Views

Last post by TomDoan
Tue Aug 09, 2016 2:56 pm
MS Regression Time Varying TP Overwriting the Transition Mat

Last post by Jules89 « Fri Jul 29, 2016 3:52 am
Replies: 5
by Jules89 » Wed Jul 27, 2016 9:29 am

5 Replies

9595 Views

Last post by Jules89
Fri Jul 29, 2016 3:52 am
##MAT15

Last post by mightydell37 « Tue May 24, 2016 10:12 pm
Replies: 4
by mightydell37 » Sun May 22, 2016 10:55 pm

4 Replies

9271 Views

Last post by mightydell37
Tue May 24, 2016 10:12 pm
GIRF for STAR Model

Last post by TomDoan « Tue Apr 26, 2016 1:41 pm
Replies: 1
by Hayet- » Tue Apr 26, 2016 7:15 am

1 Replies

6755 Views

Last post by TomDoan
Tue Apr 26, 2016 1:41 pm
Graph of transition

Last post by TomDoan « Wed Apr 13, 2016 8:09 pm
Replies: 3
by Hayet- » Wed Apr 13, 2016 10:33 am

3 Replies

8624 Views

Last post by TomDoan
Wed Apr 13, 2016 8:09 pm
STAR models

Last post by TomDoan « Sat Apr 09, 2016 1:39 pm
Replies: 8
by Hayet- » Fri Apr 08, 2016 4:35 pm

8 Replies

13178 Views

Last post by TomDoan
Sat Apr 09, 2016 1:39 pm
Question about guess values in MS models

Last post by TomDoan « Sun Mar 27, 2016 7:47 pm
Replies: 1
by fan » Sat Mar 26, 2016 7:07 pm

1 Replies

6200 Views

Last post by TomDoan
Sun Mar 27, 2016 7:47 pm
MS-ARIMA

Last post by fan « Wed Mar 23, 2016 2:35 pm
Replies: 47
by fan » Fri Oct 16, 2015 3:14 am
1

2

3

4
47 Replies

80828 Views

Last post by fan
Wed Mar 23, 2016 2:35 pm
Smoothed Probabilities in MS model

Last post by TomDoan « Mon Mar 21, 2016 11:46 am
Replies: 1
by Catife » Mon Mar 21, 2016 11:10 am

1 Replies

5822 Views

Last post by TomDoan
Mon Mar 21, 2016 11:46 am
Bandwidth Selection in Bai and Perron (2003)

Last post by TomDoan « Thu Mar 03, 2016 10:19 am
Replies: 1
by alexecon » Thu Mar 03, 2016 7:58 am

1 Replies

6176 Views

Last post by TomDoan
Thu Mar 03, 2016 10:19 am
GMM estimation of the LSTR model

Last post by ege_man « Mon Feb 08, 2016 3:57 pm
Replies: 10
by ege_man » Wed Jan 27, 2016 8:12 am

10 Replies

15334 Views

Last post by ege_man
Mon Feb 08, 2016 3:57 pm
Balcilar, et al EE(2015)

Last post by TomDoan « Sun Dec 13, 2015 9:22 pm
Replies: 21
by n_khraief » Tue Nov 24, 2015 4:15 am
1

2
21 Replies

36622 Views

Last post by TomDoan
Sun Dec 13, 2015 9:22 pm
Bai-Perron test for structural change

Last post by TomDoan « Fri Nov 27, 2015 8:54 am
Replies: 7
by alvarezcc » Thu Aug 27, 2009 2:02 pm

7 Replies

14997 Views

Last post by TomDoan
Fri Nov 27, 2015 8:54 am
MsrRegression procedure outputs

Last post by TomDoan « Thu Nov 05, 2015 3:31 pm
Replies: 3
by anozman » Thu Nov 05, 2015 12:05 am

3 Replies

8120 Views

Last post by TomDoan
Thu Nov 05, 2015 3:31 pm
MS Linear Regression with Time-varying TP

Last post by TomDoan « Thu Oct 01, 2015 11:01 pm
Replies: 5
by turana » Mon May 11, 2015 5:59 am

5 Replies

12686 Views

Last post by TomDoan
Thu Oct 01, 2015 11:01 pm
Bai-Perron test of structural breaks

Last post by TomDoan « Tue Aug 25, 2015 12:47 pm
Replies: 3
by Zankawa » Mon Aug 24, 2015 10:48 am

3 Replies

8533 Views

Last post by TomDoan
Tue Aug 25, 2015 12:47 pm
How to deal with Structural breaks in a VECM/VAR

Last post by TomDoan « Fri Aug 21, 2015 3:04 pm
Replies: 3
by Zankawa » Thu Aug 20, 2015 2:26 pm

3 Replies

8582 Views

Last post by TomDoan
Fri Aug 21, 2015 3:04 pm
Structural Break Test

Last post by TomDoan « Wed Jun 10, 2015 9:14 am
Replies: 1
by upani » Wed Jun 10, 2015 6:20 am

1 Replies

7097 Views

Last post by TomDoan
Wed Jun 10, 2015 9:14 am
Is stationarity assumption needed for a switching model?

Last post by TomDoan « Mon Mar 09, 2015 9:15 am
Replies: 20
by anozman » Fri Jan 30, 2015 7:43 pm
1

2
20 Replies

34295 Views

Last post by TomDoan
Mon Mar 09, 2015 9:15 am
time series models with known regimes

Last post by anozman « Wed Mar 04, 2015 3:10 pm
Replies: 8
by anozman » Sat Feb 21, 2015 4:11 pm

8 Replies

13991 Views

Last post by anozman
Wed Mar 04, 2015 3:10 pm
Filardo_msvartvpemestima, missing value

Last post by TomDoan « Fri Feb 27, 2015 9:14 am
Replies: 7
by vtsa » Fri Jan 09, 2015 5:04 pm

7 Replies

13869 Views

Last post by TomDoan
Fri Feb 27, 2015 9:14 am
ThreshTest procedure

Last post by TomDoan « Mon Nov 10, 2014 8:23 pm
Replies: 3
by mightydell37 » Sun Nov 09, 2014 11:59 pm

3 Replies

8619 Views

Last post by TomDoan
Mon Nov 10, 2014 8:23 pm

New Topic

Mark topics read • 178 topics

Page 3 of 8
- Jump to page:
Previous
1
2
3
4
5
…
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