VARs (Vector Autoregression Models)

New Topic

Mark topics read • 449 topics

Page 8 of 18
- Jump to page:
Previous
1
…
6
7
8
9
10
…
18
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

1502653 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

1440662 Views

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

Topics

Replies

Views

Last post

Getting the elasticty from Panel VAR

Last post by TomDoan « Tue Aug 04, 2015 7:58 pm
Replies: 3
by researcher101 » Tue Aug 04, 2015 3:15 pm

3 Replies

6608 Views

Last post by TomDoan
Tue Aug 04, 2015 7:58 pm
Conditional impulses

Last post by TomDoan « Wed Jul 29, 2015 11:34 am
Replies: 3
by luching » Tue Jul 28, 2015 4:42 pm

3 Replies

6069 Views

Last post by TomDoan
Wed Jul 29, 2015 11:34 am
Historical Decomposition Using Model from Different Period

Last post by TomDoan « Mon Jul 06, 2015 6:53 pm
Replies: 1
by macro_man » Mon Jul 06, 2015 11:02 am

1 Replies

4169 Views

Last post by TomDoan
Mon Jul 06, 2015 6:53 pm
nested models

Last post by IRJ « Sat Jul 04, 2015 7:41 am
Replies: 1
by sanjeev » Tue Jun 23, 2015 5:23 am

1 Replies

4166 Views

Last post by IRJ
Sat Jul 04, 2015 7:41 am
error bands for impulse responses from input shocks

Last post by TomDoan « Fri Jul 03, 2015 11:12 am
Replies: 1
by Jade_Redoblado » Fri Jul 03, 2015 9:14 am

1 Replies

4253 Views

Last post by TomDoan
Fri Jul 03, 2015 11:12 am
Impulse Response, Jordi Gali(1992)

Last post by abhishek « Fri Jul 03, 2015 4:05 am
Replies: 5
by abhishek » Wed Jul 01, 2015 10:56 pm

5 Replies

6910 Views

Last post by abhishek
Fri Jul 03, 2015 4:05 am
Near-SVAR with Monte Carlo integration

Last post by TomDoan « Mon Jun 22, 2015 2:13 pm
Replies: 4
by CRMS » Mon Jul 02, 2012 1:39 pm

4 Replies

8897 Views

Last post by TomDoan
Mon Jun 22, 2015 2:13 pm
recursive responses from Linear VAR

Last post by TomDoan « Sun Jun 07, 2015 5:19 pm
Replies: 7
by ege_man » Tue Jun 02, 2015 6:14 am

7 Replies

8724 Views

Last post by TomDoan
Sun Jun 07, 2015 5:19 pm
Asymmetric VAR

Last post by PTillmann-436 « Mon Jun 01, 2015 10:21 am
Replies: 4
by PTillmann-436 » Fri May 22, 2015 10:24 pm

4 Replies

7810 Views

Last post by PTillmann-436
Mon Jun 01, 2015 10:21 am
Var forecasting

Last post by TomDoan « Tue May 26, 2015 7:47 am
Replies: 5
by sanjeev » Fri May 22, 2015 7:26 pm

5 Replies

7558 Views

Last post by TomDoan
Tue May 26, 2015 7:47 am
Generalized IRF (give a shock to specific variables)

Last post by TomDoan « Tue May 12, 2015 7:58 am
Replies: 3
by akdeniz_coskun » Sat May 02, 2015 4:41 pm

3 Replies

5654 Views

Last post by TomDoan
Tue May 12, 2015 7:58 am
Sign restriction - Historical Decomposition

Last post by TomDoan « Tue May 05, 2015 11:11 am
Replies: 19
by TomDoan » Thu Jun 25, 2009 11:30 am
1

2
19 Replies

28547 Views

Last post by TomDoan
Tue May 05, 2015 11:11 am
Inverse of the covariance matrix of the residuals

Last post by TomDoan « Thu Apr 16, 2015 7:13 am
Replies: 5
by Trebor » Wed Apr 15, 2015 6:27 am

5 Replies

7359 Views

Last post by TomDoan
Thu Apr 16, 2015 7:13 am
Codes and output for a VECT model

Last post by TomDoan « Sat Apr 04, 2015 10:51 pm
Replies: 16
by anozman » Mon Feb 16, 2015 5:36 am
1

2
16 Replies

16978 Views

Last post by TomDoan
Sat Apr 04, 2015 10:51 pm
Bootstrap Code for VAR model

Last post by terrya « Thu Apr 02, 2015 5:44 pm
Replies: 10
by Bayordave » Tue Mar 17, 2015 5:10 pm

10 Replies

12606 Views

Last post by terrya
Thu Apr 02, 2015 5:44 pm
Conditional forecasts using VAR

Last post by TomDoan « Mon Mar 23, 2015 12:35 pm
Replies: 3
by holyw160 » Wed Mar 18, 2015 5:03 am

3 Replies

5838 Views

Last post by TomDoan
Mon Mar 23, 2015 12:35 pm
Discrepancy between Simple IRFs and Monte Carlo IRFs

Last post by TomDoan « Sun Mar 22, 2015 11:07 am
Replies: 19
by jfwarren » Fri Mar 13, 2015 9:23 am
1

2
19 Replies

20729 Views

Last post by TomDoan
Sun Mar 22, 2015 11:07 am
VECM with user specified ECT

Last post by TomDoan « Wed Mar 11, 2015 6:41 pm
Replies: 1
by mob7 » Wed Mar 11, 2015 5:29 pm

1 Replies

4206 Views

Last post by TomDoan
Wed Mar 11, 2015 6:41 pm
VAR, Cross Equation Tests

Last post by fan « Mon Mar 09, 2015 10:13 pm
Replies: 9
by fan » Sun Nov 23, 2014 1:22 am

9 Replies

10645 Views

Last post by fan
Mon Mar 09, 2015 10:13 pm
Identifying VARs with sign restrictions

Last post by TomDoan « Fri Feb 27, 2015 7:48 pm
Replies: 9
by HypatiaCU » Tue Jan 13, 2015 6:56 pm

9 Replies

12178 Views

Last post by TomDoan
Fri Feb 27, 2015 7:48 pm
Non-invertible Matrix - Diebold and Yilmaz(2009)

Last post by TomDoan « Fri Feb 20, 2015 4:07 pm
Replies: 10
by anozman » Fri Jan 30, 2015 7:30 pm

10 Replies

10837 Views

Last post by TomDoan
Fri Feb 20, 2015 4:07 pm
Extract F–test results after estimating a VAR model

Last post by April86 « Tue Feb 17, 2015 11:56 pm

by April86 » Tue Feb 17, 2015 11:56 pm

0 Replies

3532 Views

Last post by April86
Tue Feb 17, 2015 11:56 pm
CVModel

Last post by TomDoan « Tue Feb 03, 2015 9:54 am
Replies: 3
by TG81 » Tue Dec 23, 2014 6:21 am

3 Replies

6326 Views

Last post by TomDoan
Tue Feb 03, 2015 9:54 am
VAR Forecasts- Plotting Actuals and Forecasted Values

Last post by TomDoan « Wed Dec 31, 2014 10:39 am
Replies: 1
by allister » Wed Dec 31, 2014 7:37 am

1 Replies

4368 Views

Last post by TomDoan
Wed Dec 31, 2014 10:39 am
Triangularize VAR

Last post by TomDoan « Fri Nov 14, 2014 8:09 am
Replies: 9
by fan » Thu Oct 30, 2014 1:42 am

9 Replies

11014 Views

Last post by TomDoan
Fri Nov 14, 2014 8:09 am

New Topic

Mark topics read • 449 topics

Page 8 of 18
- Jump to page:
Previous
1
…
6
7
8
9
10
…
18
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