Structural Breaks and Switching Models

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RATS 11: Free Trial Version

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MS-EGARCH query

Last post by TomDoan « Fri Sep 26, 2014 10:55 am
Replies: 5
by kishmat » Mon Sep 15, 2014 12:17 pm

5 Replies

9534 Views

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Impulse Responses for nlsystem

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by vinayadhikari » Wed Aug 13, 2014 12:34 pm

3 Replies

7844 Views

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Thu Aug 14, 2014 11:38 am
Markov switching model

Last post by rbelhach95 « Fri Jul 18, 2014 2:26 pm
Replies: 2
by rbelhach95 » Fri Jul 18, 2014 11:17 am

2 Replies

6976 Views

Last post by rbelhach95
Fri Jul 18, 2014 2:26 pm
Regime switching multivariate regression

Last post by TomDoan « Wed Jun 18, 2014 10:26 am
Replies: 1
by zy761 » Tue Jun 17, 2014 10:40 pm

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Different cointegration vector under different regimes

Last post by TomDoan « Wed May 21, 2014 12:58 pm
Replies: 9
by nacrointfin » Mon Oct 31, 2011 3:48 am

9 Replies

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Last post by TomDoan
Wed May 21, 2014 12:58 pm
Cannot get structural residuals with @MSSysRegStdResids

Last post by TomDoan « Tue May 13, 2014 10:48 am
Replies: 1
by renis » Tue May 13, 2014 10:39 am

1 Replies

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Testing for MS Models

Last post by TomDoan « Thu May 01, 2014 8:56 pm
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by renis » Thu May 01, 2014 9:11 am

3 Replies

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Shocks in Two-variable Threshold VECM

Last post by TVolscho-286 « Fri Apr 25, 2014 1:44 pm
Replies: 10
by TVolscho-286 » Thu Apr 24, 2014 12:18 pm

10 Replies

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Replicating Hoover et al. (2009)

Last post by TVolscho-286 « Fri Apr 18, 2014 5:37 pm
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by TVolscho-286 » Mon Apr 14, 2014 2:54 am

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Multivariate MS GARCH

Last post by banya56 « Fri Mar 14, 2014 12:41 am
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by banya56 » Mon Mar 10, 2014 9:30 pm

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Fri Mar 14, 2014 12:41 am
Time-varying transition probabilities in MS VAR

Last post by TomDoan « Wed Jan 22, 2014 8:14 am
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by renis » Wed Jan 22, 2014 4:56 am

1 Replies

5866 Views

Last post by TomDoan
Wed Jan 22, 2014 8:14 am
Dynamic Factor Model with Regime Switching

Last post by TomDoan « Mon Jan 13, 2014 9:38 am
Replies: 29
by hardmann » Mon Dec 02, 2013 2:43 am
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29 Replies

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Last post by TomDoan
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GIRF in a TVAR

Last post by TomDoan « Fri Jan 03, 2014 5:02 pm
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by giangp » Fri Dec 27, 2013 11:52 am

5 Replies

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Fri Jan 03, 2014 5:02 pm
Obtain residuals and IRF

Last post by TomDoan « Wed Dec 04, 2013 5:54 pm
Replies: 20
by arezitis » Sat Jul 06, 2013 9:03 am
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20 Replies

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Last post by TomDoan
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Dueker (1997) output with fixed mean

Last post by TomDoan « Sun Dec 01, 2013 6:01 am
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by zy761 » Thu Apr 04, 2013 1:49 am
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2
17 Replies

29426 Views

Last post by TomDoan
Sun Dec 01, 2013 6:01 am
Estimation of Regime Switching Factor Model

Last post by hardmann « Thu Nov 21, 2013 3:54 am
Replies: 1
by jonasdovern » Mon Jun 15, 2009 1:37 pm

1 Replies

6993 Views

Last post by hardmann
Thu Nov 21, 2013 3:54 am
error in mssysreg

Last post by leema_mohan « Mon Oct 28, 2013 1:37 am
Replies: 4
by leema_mohan » Thu Oct 24, 2013 1:07 am

4 Replies

8837 Views

Last post by leema_mohan
Mon Oct 28, 2013 1:37 am
No output for MSSYSREGRESSION

Last post by TomDoan « Fri Oct 18, 2013 1:37 pm
Replies: 1
by yukun » Fri Oct 18, 2013 7:02 am

1 Replies

6056 Views

Last post by TomDoan
Fri Oct 18, 2013 1:37 pm
Conditional variance of SWARCH models

Last post by zy761 « Mon Oct 14, 2013 12:26 am
Replies: 6
by zy761 » Thu Jul 05, 2012 6:12 am

6 Replies

11642 Views

Last post by zy761
Mon Oct 14, 2013 12:26 am
MS VAR (Krolzig wbc_multivariate_pt1.RPF)

Last post by TomDoan « Thu Jul 25, 2013 10:08 am
Replies: 1
by renis » Thu Jul 25, 2013 9:01 am

1 Replies

6569 Views

Last post by TomDoan
Thu Jul 25, 2013 10:08 am
Sampling variances in MSVAR

Last post by TomDoan « Wed Apr 03, 2013 3:49 pm
Replies: 1
by chauhal » Wed Apr 03, 2013 1:46 pm

1 Replies

6029 Views

Last post by TomDoan
Wed Apr 03, 2013 3:49 pm
Segment data to two different state

Last post by TomDoan « Tue Mar 19, 2013 9:38 am
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by Yangyang » Wed Mar 13, 2013 3:11 pm

12 Replies

19195 Views

Last post by TomDoan
Tue Mar 19, 2013 9:38 am
Hamilton Regime Switching Example

Last post by TomDoan « Mon Mar 18, 2013 11:15 am
Replies: 1
by timduy » Sat Mar 16, 2013 8:34 pm

1 Replies

6069 Views

Last post by TomDoan
Mon Mar 18, 2013 11:15 am
Problem with MSVAR estimation

Last post by chauhal « Mon Mar 11, 2013 8:09 am
Replies: 9
by chauhal » Sun Mar 03, 2013 10:35 am

9 Replies

14969 Views

Last post by chauhal
Mon Mar 11, 2013 8:09 am
Regime-Dependent IRFs

Last post by TomDoan « Tue Mar 05, 2013 3:37 pm
Replies: 1
by chauhal » Tue Mar 05, 2013 2:49 pm

1 Replies

5978 Views

Last post by TomDoan
Tue Mar 05, 2013 3:37 pm

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