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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Asymmetric ECM IRFs

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1 Replies

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by nacrointfin » Mon Oct 31, 2011 3:48 am

9 Replies

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

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by renis » Thu May 01, 2014 9:11 am

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

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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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by banya56 » Mon Mar 10, 2014 9:30 pm

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by renis » Wed Jan 22, 2014 4:56 am

1 Replies

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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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by giangp » Fri Dec 27, 2013 11:52 am

5 Replies

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2
20 Replies

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by zy761 » Thu Apr 04, 2013 1:49 am
1

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17 Replies

42478 Views

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Estimation of Regime Switching Factor Model

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by jonasdovern » Mon Jun 15, 2009 1:37 pm

1 Replies

7476 Views

Last post by hardmann
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error in mssysreg

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Replies: 4
by leema_mohan » Thu Oct 24, 2013 1:07 am

4 Replies

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Last post by leema_mohan
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by yukun » Fri Oct 18, 2013 7:02 am

1 Replies

6596 Views

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by zy761 » Thu Jul 05, 2012 6:12 am

6 Replies

14425 Views

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1 Replies

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Segment data to two different state

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Hamilton Regime Switching Example

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1 Replies

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Problem with MSVAR estimation

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Mon Mar 11, 2013 8:09 am

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