VARs (Vector Autoregression Models)

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RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
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by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

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RATS 11: Free Trial Version

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

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

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Jorda's LP: compute standard deviations of IRFs

Last post by RomainR « Fri Jun 18, 2021 3:58 am
Replies: 2
by RomainR » Thu Jun 17, 2021 3:22 am

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Last post by RomainR
Fri Jun 18, 2021 3:58 am
VAR diagnostic tests

Last post by idomen « Tue May 18, 2021 10:45 am

by idomen » Tue May 18, 2021 10:45 am

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Last post by idomen
Tue May 18, 2021 10:45 am
BVAR forecasts

Last post by Deepika « Fri Apr 16, 2021 11:22 am
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by Deepika » Sat Apr 10, 2021 1:37 pm

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23786 Views

Last post by Deepika
Fri Apr 16, 2021 11:22 am
Error in PANEL STRUCTURAL VAR

Last post by TomDoan « Wed Mar 31, 2021 1:53 pm
Replies: 4
by polisci_nerd » Mon Mar 29, 2021 8:51 am

4 Replies

26340 Views

Last post by TomDoan
Wed Mar 31, 2021 1:53 pm
Error bands for over identified SVAR

Last post by AdamElderfield « Wed Nov 25, 2020 4:25 am
Replies: 2
by AdamElderfield » Mon Nov 23, 2020 2:26 pm

2 Replies

25041 Views

Last post by AdamElderfield
Wed Nov 25, 2020 4:25 am
Near VAR estimation

Last post by AdamElderfield « Sun Nov 22, 2020 1:42 am
Replies: 5
by AdamElderfield » Fri Nov 20, 2020 10:32 pm

5 Replies

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Last post by AdamElderfield
Sun Nov 22, 2020 1:42 am
Kilian (1998) confidence interval

Last post by TomDoan « Thu Sep 17, 2020 2:34 pm
Replies: 4
by sleu123 » Fri Apr 18, 2014 8:01 am

4 Replies

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Last post by TomDoan
Thu Sep 17, 2020 2:34 pm
BVAR

Last post by lfc160030 « Mon Sep 14, 2020 11:34 am
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by lfc160030 » Mon Sep 14, 2020 9:50 am

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Last post by lfc160030
Mon Sep 14, 2020 11:34 am
VAR-Dimensions Concern

Last post by TomDoan « Thu Sep 10, 2020 4:19 pm
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by lfc160030 » Sun Sep 06, 2020 12:26 pm

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Last post by TomDoan
Thu Sep 10, 2020 4:19 pm
Test for Resuduals Autocorrelation

Last post by TomDoan « Thu Sep 10, 2020 3:38 pm
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by lfc160030 » Thu Sep 10, 2020 1:40 pm

1 Replies

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Last post by TomDoan
Thu Sep 10, 2020 3:38 pm
impulse response

Last post by TomDoan « Thu Jun 18, 2020 1:12 pm
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by ag_2018 » Thu Jun 18, 2020 12:33 pm

1 Replies

16253 Views

Last post by TomDoan
Thu Jun 18, 2020 1:12 pm
BLOCK EXOGENEITY SVAR

Last post by lfc160030 « Fri Jun 05, 2020 1:30 pm
Replies: 13
by lfc160030 » Wed Apr 15, 2020 8:22 pm

13 Replies

21490 Views

Last post by lfc160030
Fri Jun 05, 2020 1:30 pm
SOE SVAR

Last post by lfc160030 « Wed May 20, 2020 8:39 pm

by lfc160030 » Wed May 20, 2020 8:39 pm

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6388 Views

Last post by lfc160030
Wed May 20, 2020 8:39 pm
forecasts using BVAR

Last post by TomDoan « Fri May 08, 2020 12:06 pm
Replies: 3
by Deepika » Tue Mar 17, 2020 12:15 pm

3 Replies

9057 Views

Last post by TomDoan
Fri May 08, 2020 12:06 pm
VECM & Generalised impulse response function interpretation

Last post by TomDoan « Thu Apr 16, 2020 11:15 am
Replies: 3
by huidan_xue » Wed Apr 15, 2020 12:54 pm

3 Replies

8573 Views

Last post by TomDoan
Thu Apr 16, 2020 11:15 am
Rescale the SVAR IRFs to 1 unit shock

Last post by BinhPham « Thu Apr 02, 2020 6:27 pm
Replies: 6
by BinhPham » Wed Apr 01, 2020 3:53 pm

6 Replies

10470 Views

Last post by BinhPham
Thu Apr 02, 2020 6:27 pm
Var with sign restriction

Last post by TomDoan « Tue Dec 17, 2019 4:10 pm
Replies: 5
by Zied_bct » Fri Nov 29, 2019 8:45 am

5 Replies

11766 Views

Last post by TomDoan
Tue Dec 17, 2019 4:10 pm
IRF as percent from baseline

Last post by TomDoan « Mon Oct 21, 2019 1:19 pm
Replies: 7
by lali62 » Sun Sep 29, 2019 11:48 am

7 Replies

12157 Views

Last post by TomDoan
Mon Oct 21, 2019 1:19 pm
VECM Causality 2 CIVs

Last post by victor « Wed Oct 16, 2019 8:39 am
Replies: 2
by victor » Sat Oct 12, 2019 5:25 pm

2 Replies

7561 Views

Last post by victor
Wed Oct 16, 2019 8:39 am
Error message for Montevar

Last post by TomDoan « Wed Oct 16, 2019 7:37 am
Replies: 3
by msrahman » Mon Oct 14, 2019 3:51 pm

3 Replies

8068 Views

Last post by TomDoan
Wed Oct 16, 2019 7:37 am
Impulse Responses and Error Bands

Last post by TomDoan « Fri Oct 11, 2019 9:30 pm
Replies: 1
by msrahman » Fri Oct 11, 2019 6:08 pm

1 Replies

5933 Views

Last post by TomDoan
Fri Oct 11, 2019 9:30 pm
Block Exogeneity Test

Last post by TomDoan « Wed Sep 18, 2019 9:52 am
Replies: 4
by sguerra » Mon Dec 04, 2006 4:20 pm

4 Replies

13591 Views

Last post by TomDoan
Wed Sep 18, 2019 9:52 am
Forecast function with shocks

Last post by TomDoan « Tue Sep 17, 2019 5:36 pm
Replies: 3
by lali62 » Tue Sep 17, 2019 2:59 pm

3 Replies

7564 Views

Last post by TomDoan
Tue Sep 17, 2019 5:36 pm
Is it possible to do the q test on the squared residual

Last post by TomDoan « Mon Sep 02, 2019 1:08 pm
Replies: 1
by yangdashan » Mon Sep 02, 2019 12:18 pm

1 Replies

5969 Views

Last post by TomDoan
Mon Sep 02, 2019 1:08 pm
SVAR and MGARCH

Last post by TomDoan « Mon Sep 02, 2019 7:49 am
Replies: 5
by luxu1983 » Fri Mar 12, 2010 8:10 pm

5 Replies

11361 Views

Last post by TomDoan
Mon Sep 02, 2019 7:49 am

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