VARs (Vector Autoregression Models)

New Topic

Mark topics read • 449 topics

Page 12 of 18
- Jump to page:
Previous
1
…
10
11
12
13
14
…
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

1675441 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

1592943 Views

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

Topics

Replies

Views

Last post

Beyesian Error Bands Calculation

Last post by TomDoan « Sun Nov 11, 2012 10:26 am
Replies: 3
by xswz » Thu Nov 08, 2012 7:48 pm

3 Replies

6109 Views

Last post by TomDoan
Sun Nov 11, 2012 10:26 am
Informative Normal-Wishart Litterman Prior

Last post by Andy_T « Thu Nov 08, 2012 7:04 am
Replies: 4
by Andy_T » Thu Oct 04, 2012 10:26 am

4 Replies

7962 Views

Last post by Andy_T
Thu Nov 08, 2012 7:04 am
save VAR coefficients matrix into series

Last post by TomDoan « Thu Nov 01, 2012 8:45 pm
Replies: 1
by xswz » Thu Nov 01, 2012 12:28 pm

1 Replies

4674 Views

Last post by TomDoan
Thu Nov 01, 2012 8:45 pm
structural factorization based on forecast innovations

Last post by Barsky2718 « Tue Oct 30, 2012 6:58 am
Replies: 1
by Barsky2718 » Mon Oct 29, 2012 5:05 pm

1 Replies

4109 Views

Last post by Barsky2718
Tue Oct 30, 2012 6:58 am
Re: Interpretation of Coefficients in VAR Model

Last post by TomDoan « Tue Oct 16, 2012 10:29 am
Replies: 1
by alim » Tue Oct 16, 2012 7:11 am

1 Replies

4375 Views

Last post by TomDoan
Tue Oct 16, 2012 10:29 am
MonteVAR for SRLR

Last post by TomDoan « Tue Oct 02, 2012 8:41 pm
Replies: 1
by macro_man » Tue Oct 02, 2012 3:52 pm

1 Replies

4239 Views

Last post by TomDoan
Tue Oct 02, 2012 8:41 pm
Generalized Variance Decomposition with Constraints

Last post by Masafumi « Wed Sep 19, 2012 2:31 pm
Replies: 8
by Masafumi » Wed Sep 19, 2012 10:07 am

8 Replies

14975 Views

Last post by Masafumi
Wed Sep 19, 2012 2:31 pm
Long Run Restrictions Via Sign Restrictions

Last post by TomDoan « Wed Sep 05, 2012 7:16 pm
Replies: 1
by macro_man » Wed Sep 05, 2012 5:12 pm

1 Replies

4665 Views

Last post by TomDoan
Wed Sep 05, 2012 7:16 pm
Problem with MONTEZHA.PRC

Last post by TomDoan « Wed Aug 29, 2012 9:31 am
Replies: 5
by measilva » Fri May 29, 2009 1:32 pm

5 Replies

8773 Views

Last post by TomDoan
Wed Aug 29, 2012 9:31 am
IRF minimum distance estimator

Last post by TomDoan « Sat Aug 25, 2012 7:46 am
Replies: 16
by chaveslima » Fri Jul 06, 2012 5:15 pm
1

2
16 Replies

25186 Views

Last post by TomDoan
Sat Aug 25, 2012 7:46 am
Parameter stability test of VAR parameters

Last post by TomDoan « Tue Aug 21, 2012 2:18 pm
Replies: 1
by ecrgap » Fri Nov 26, 2010 12:10 pm

1 Replies

5428 Views

Last post by TomDoan
Tue Aug 21, 2012 2:18 pm
Variance Decomposition for MONTEZHA.PRC

Last post by TomDoan « Tue Aug 14, 2012 12:58 pm
Replies: 3
by bonilla » Wed Aug 01, 2012 10:42 am

3 Replies

5968 Views

Last post by TomDoan
Tue Aug 14, 2012 12:58 pm
VAR with multivariate variables

Last post by Snow « Thu Aug 09, 2012 6:23 pm

by Snow » Thu Aug 09, 2012 6:23 pm

0 Replies

3567 Views

Last post by Snow
Thu Aug 09, 2012 6:23 pm
Bayoumi and Eichengreen (1993)

Last post by TomDoan « Wed Jun 27, 2012 11:16 am
Replies: 10
by WALLE » Mon Apr 02, 2012 5:25 pm

10 Replies

13648 Views

Last post by TomDoan
Wed Jun 27, 2012 11:16 am
How can I save output value data from Rats

Last post by marvin2jhjh « Mon Jun 25, 2012 10:14 pm
Replies: 2
by marvin2jhjh » Mon Jun 18, 2012 2:42 pm

2 Replies

5947 Views

Last post by marvin2jhjh
Mon Jun 25, 2012 10:14 pm
@TVARSET

Last post by moderator « Mon Jun 25, 2012 10:13 am
Replies: 1
by victor » Fri Jun 22, 2012 9:58 pm

1 Replies

4376 Views

Last post by moderator
Mon Jun 25, 2012 10:13 am
SVAR model using CVMODEL

Last post by kwangsooKo « Thu Jun 07, 2012 10:05 pm
Replies: 6
by kwangsooKo » Wed May 23, 2012 6:33 am

6 Replies

10005 Views

Last post by kwangsooKo
Thu Jun 07, 2012 10:05 pm
Impulse Response Function

Last post by TomDoan « Fri Jun 01, 2012 12:40 pm
Replies: 6
by AhmedSahlool » Wed May 30, 2012 5:02 pm

6 Replies

12293 Views

Last post by TomDoan
Fri Jun 01, 2012 12:40 pm
volatility impulse response functions

Last post by TomDoan « Fri Jun 01, 2012 12:36 pm
Replies: 1
by chiade » Mon Apr 23, 2012 9:16 am

1 Replies

10367 Views

Last post by TomDoan
Fri Jun 01, 2012 12:36 pm
Hiemstra-Jones test for Granger Non-causality

Last post by TomDoan « Thu May 31, 2012 3:06 pm
Replies: 1
by vinayadhikari » Sun Apr 17, 2011 12:42 pm

1 Replies

5913 Views

Last post by TomDoan
Thu May 31, 2012 3:06 pm
Global VAR

Last post by TomDoan « Thu May 24, 2012 10:20 am
Replies: 1
by emi_kinf » Wed May 23, 2012 10:54 pm

1 Replies

4319 Views

Last post by TomDoan
Thu May 24, 2012 10:20 am
Properties of VAR Residuals

Last post by TomDoan « Sun May 20, 2012 5:22 pm
Replies: 3
by AhmedSahlool » Sat May 19, 2012 10:32 am

3 Replies

6886 Views

Last post by TomDoan
Sun May 20, 2012 5:22 pm
Near VAR

Last post by TomDoan « Fri May 18, 2012 9:58 am
Replies: 3
by AhmedSahlool » Thu May 17, 2012 8:13 am

3 Replies

6364 Views

Last post by TomDoan
Fri May 18, 2012 9:58 am
Example of Annual VAR

Last post by TVolscho-286 « Tue May 15, 2012 8:31 am
Replies: 2
by TVolscho-286 » Mon May 14, 2012 4:01 pm

2 Replies

4921 Views

Last post by TVolscho-286
Tue May 15, 2012 8:31 am
Discreate sudden break in a VAR model

Last post by TomDoan « Thu May 03, 2012 4:06 pm
Replies: 3
by AhmedSahlool » Thu May 03, 2012 9:41 am

3 Replies

6342 Views

Last post by TomDoan
Thu May 03, 2012 4:06 pm

New Topic

Mark topics read • 449 topics

Page 12 of 18
- Jump to page:
Previous
1
…
10
11
12
13
14
…
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