VARs (Vector Autoregression Models)

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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

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1502492 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

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

Topics

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VECM with some stationary variables

Last post by TomDoan « Thu Feb 24, 2011 2:08 pm
Replies: 5
by bhpatterson » Mon Feb 14, 2011 12:58 pm

5 Replies

10129 Views

Last post by TomDoan
Thu Feb 24, 2011 2:08 pm
Calibration of forecast means

Last post by apollon « Mon Jan 31, 2011 2:06 pm
Replies: 4
by apollon » Fri Jan 28, 2011 1:26 pm

4 Replies

10245 Views

Last post by apollon
Mon Jan 31, 2011 2:06 pm
creating a VAR model

Last post by TomDoan « Thu Jan 20, 2011 4:00 pm
Replies: 1
by luching » Thu Jan 20, 2011 12:03 pm

1 Replies

4662 Views

Last post by TomDoan
Thu Jan 20, 2011 4:00 pm
just-identified SVAR

Last post by TomDoan « Wed Jan 12, 2011 9:14 am
Replies: 3
by miguel » Mon Jan 10, 2011 12:31 pm

3 Replies

7161 Views

Last post by TomDoan
Wed Jan 12, 2011 9:14 am
History

Last post by TomDoan « Fri Jan 07, 2011 12:10 pm
Replies: 1
by miguel » Fri Jan 07, 2011 11:42 am

1 Replies

5178 Views

Last post by TomDoan
Fri Jan 07, 2011 12:10 pm
IRF for VAR with standard errors

Last post by hashem « Wed Jan 05, 2011 4:56 pm
Replies: 4
by hashem » Mon Dec 13, 2010 4:44 pm

4 Replies

9544 Views

Last post by hashem
Wed Jan 05, 2011 4:56 pm
Blanchard-Quah AER 1989 paper results

Last post by TomDoan « Thu Nov 07, 2024 10:52 am
Replies: 14
by TomDoan » Thu Jun 25, 2009 9:50 am

14 Replies

46385 Views

Last post by TomDoan
Thu Nov 07, 2024 10:52 am
Bootstrapping Cointegrating Regression

Last post by TomDoan « Sat Dec 25, 2010 9:51 am

by TomDoan » Sat Dec 25, 2010 9:51 am

0 Replies

4307 Views

Last post by TomDoan
Sat Dec 25, 2010 9:51 am
out of sample forecasting using Theil instruction

Last post by TomDoan « Wed Dec 15, 2010 10:38 am
Replies: 3
by paretto » Fri Nov 26, 2010 3:17 pm

3 Replies

7449 Views

Last post by TomDoan
Wed Dec 15, 2010 10:38 am
SVAR restrictions lagged coefficients SVAR possible in RATS?

Last post by TomDoan « Tue Dec 07, 2010 2:01 pm
Replies: 3
by adfung » Thu Oct 14, 2010 3:44 pm

3 Replies

8137 Views

Last post by TomDoan
Tue Dec 07, 2010 2:01 pm
Historical decmposition with menu driven commands

Last post by TomDoan « Thu Dec 02, 2010 9:22 am
Replies: 10
by econometricz » Mon Nov 15, 2010 7:50 pm

10 Replies

16023 Views

Last post by TomDoan
Thu Dec 02, 2010 9:22 am
VAR: out of sample forecast performance optimization

Last post by apollon « Fri Nov 26, 2010 8:58 am

by apollon » Fri Nov 26, 2010 8:58 am

0 Replies

3879 Views

Last post by apollon
Fri Nov 26, 2010 8:58 am
Uncertain about Forecast Uncertainty

Last post by apollon « Tue Nov 23, 2010 10:46 am
Replies: 1
by apollon » Thu Nov 18, 2010 3:54 pm

1 Replies

4581 Views

Last post by apollon
Tue Nov 23, 2010 10:46 am
Qual VAR - Dueker, JBES 2005

Last post by TomDoan « Thu Nov 04, 2010 1:38 pm
Replies: 15
by jonasdovern » Tue Jul 20, 2010 4:28 am
1

2
15 Replies

26464 Views

Last post by TomDoan
Thu Nov 04, 2010 1:38 pm
%theil

Last post by TomDoan « Tue Nov 02, 2010 1:10 pm
Replies: 1
by luching » Tue Nov 02, 2010 11:00 am

1 Replies

4645 Views

Last post by TomDoan
Tue Nov 02, 2010 1:10 pm
VARLAGSUM

Last post by TomDoan « Mon Nov 01, 2010 11:43 am
Replies: 7
by TG81 » Wed Oct 20, 2010 4:23 pm

7 Replies

10383 Views

Last post by TomDoan
Mon Nov 01, 2010 11:43 am
Out of sample forecasting VAR

Last post by TomDoan « Mon Oct 25, 2010 2:12 pm
Replies: 9
by paretto » Fri Apr 30, 2010 9:25 am

9 Replies

13768 Views

Last post by TomDoan
Mon Oct 25, 2010 2:12 pm
montevar

Last post by luching « Mon Oct 18, 2010 3:52 pm
Replies: 2
by luching » Mon Oct 18, 2010 10:05 am

2 Replies

5445 Views

Last post by luching
Mon Oct 18, 2010 3:52 pm
Finite Long-Run Restrictions

Last post by TomDoan « Fri Oct 08, 2010 12:27 pm
Replies: 5
by macro_man » Wed Oct 06, 2010 4:59 pm

5 Replies

9263 Views

Last post by TomDoan
Fri Oct 08, 2010 12:27 pm
Check stationarity of VAR

Last post by TomDoan « Wed Oct 06, 2010 9:28 am
Replies: 9
by dennis0125hk » Mon Jun 22, 2009 9:31 am

9 Replies

73481 Views

Last post by TomDoan
Wed Oct 06, 2010 9:28 am
Both dynamic and static forecast?

Last post by luching « Tue Sep 28, 2010 10:28 am
Replies: 4
by luching » Thu Sep 23, 2010 12:50 pm

4 Replies

7456 Views

Last post by luching
Tue Sep 28, 2010 10:28 am
Identifying two technology shocks using long-run restricti

Last post by huk_2010 « Sun Sep 19, 2010 3:52 pm
Replies: 2
by huk_2010 » Fri Sep 17, 2010 3:21 pm

2 Replies

5646 Views

Last post by huk_2010
Sun Sep 19, 2010 3:52 pm
Small sample bias in VARs

Last post by comac « Fri Sep 10, 2010 1:36 am
Replies: 2
by comac » Thu Sep 09, 2010 2:35 am

2 Replies

5640 Views

Last post by comac
Fri Sep 10, 2010 1:36 am
Problem with SVAR

Last post by terrya « Fri Sep 03, 2010 3:19 pm
Replies: 2
by terrya » Thu Sep 02, 2010 10:30 pm

2 Replies

23194 Views

Last post by terrya
Fri Sep 03, 2010 3:19 pm
Campbell and Shiller JPE 1987

Last post by TomDoan « Fri Aug 27, 2010 11:36 am
Replies: 1
by sekar2010 » Fri Aug 27, 2010 4:19 am

1 Replies

4507 Views

Last post by TomDoan
Fri Aug 27, 2010 11:36 am

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