VARs (Vector Autoregression Models)

New Topic

Mark topics read • 449 topics

Page 3 of 18
- Jump to page:
Previous
1
2
3
4
5
…
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

1675221 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

1592788 Views

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

Topics

Replies

Views

Last post

Monte Carlo in SVAR

Last post by TomDoan « Thu Aug 29, 2019 8:29 am
Replies: 1
by sanjeev » Thu Aug 29, 2019 7:18 am

1 Replies

6109 Views

Last post by TomDoan
Thu Aug 29, 2019 8:29 am
Causality Tests

Last post by TomDoan « Wed Aug 28, 2019 3:14 pm
Replies: 1
by yangdashan » Wed Aug 28, 2019 12:08 pm

1 Replies

6019 Views

Last post by TomDoan
Wed Aug 28, 2019 3:14 pm
IRFs and VDC for levels

Last post by TomDoan « Fri Aug 23, 2019 7:15 am
Replies: 7
by ursula » Sun Jul 05, 2009 2:05 am

7 Replies

16519 Views

Last post by TomDoan
Fri Aug 23, 2019 7:15 am
sign restrictions: Rubio-Waggoner-Zha approach

Last post by TomDoan « Mon Aug 05, 2019 2:09 pm
Replies: 12
by tclark » Tue Oct 06, 2009 12:51 pm

12 Replies

25148 Views

Last post by TomDoan
Mon Aug 05, 2019 2:09 pm
Normal Inverse Wishart Prior

Last post by domdel « Wed Jul 24, 2019 11:00 am
Replies: 2
by domdel » Fri Jul 12, 2019 12:37 pm

2 Replies

7442 Views

Last post by domdel
Wed Jul 24, 2019 11:00 am
Standard Errors for Variance Decomposition

Last post by TomDoan « Fri Jul 19, 2019 2:09 pm
Replies: 17
by ateeb » Wed Jul 17, 2019 4:40 pm
1

2
17 Replies

24667 Views

Last post by TomDoan
Fri Jul 19, 2019 2:09 pm
weird impulse response

Last post by TomDoan « Mon Jul 08, 2019 7:38 am
Replies: 22
by indrani_5 » Thu Feb 16, 2017 11:57 pm
1

2
22 Replies

30525 Views

Last post by TomDoan
Mon Jul 08, 2019 7:38 am
historical decomposition

Last post by ege_man « Sun Jun 30, 2019 7:30 am
Replies: 2
by ege_man » Sun Jun 30, 2019 6:31 am

2 Replies

6921 Views

Last post by ege_man
Sun Jun 30, 2019 7:30 am
Instantaneous Causality in VARX

Last post by TomDoan « Thu Jun 06, 2019 5:46 pm
Replies: 7
by Esteban » Wed Jun 05, 2019 7:19 pm

7 Replies

11770 Views

Last post by TomDoan
Thu Jun 06, 2019 5:46 pm
Question on Generalized impulse response function

Last post by econonick « Sun Mar 31, 2019 10:25 pm
Replies: 2
by econonick » Sun Mar 31, 2019 8:57 pm

2 Replies

10561 Views

Last post by econonick
Sun Mar 31, 2019 10:25 pm
Difference or not to difference variable in VAR

Last post by BinhPham « Tue Mar 26, 2019 5:41 pm
Replies: 2
by BinhPham » Tue Mar 26, 2019 11:03 am

2 Replies

6823 Views

Last post by BinhPham
Tue Mar 26, 2019 5:41 pm
MS-SVAR

Last post by TomDoan « Tue Mar 19, 2019 12:45 pm
Replies: 5
by BinhPham » Sat Feb 03, 2018 5:00 am

5 Replies

11953 Views

Last post by TomDoan
Tue Mar 19, 2019 12:45 pm
SVAR frml

Last post by TomDoan « Tue Feb 19, 2019 12:01 pm
Replies: 4
by BinhPham » Mon Feb 18, 2019 5:18 pm

4 Replies

8515 Views

Last post by TomDoan
Tue Feb 19, 2019 12:01 pm
Variance Decomposition Ordering Interpretation

Last post by finnschroeder1993 « Fri Jan 18, 2019 5:35 am
Replies: 4
by finnschroeder1993 » Wed Jan 16, 2019 8:45 am

4 Replies

9087 Views

Last post by finnschroeder1993
Fri Jan 18, 2019 5:35 am
Correct sign of the IRF

Last post by TomDoan « Mon Nov 12, 2018 11:48 am
Replies: 1
by BinhPham » Mon Nov 12, 2018 10:30 am

1 Replies

6167 Views

Last post by TomDoan
Mon Nov 12, 2018 11:48 am
Boostrap Near-VAR

Last post by TomDoan « Wed Nov 07, 2018 9:44 pm
Replies: 3
by BinhPham » Wed Nov 07, 2018 6:18 am

3 Replies

6887 Views

Last post by TomDoan
Wed Nov 07, 2018 9:44 pm
AD-AS SVAR

Last post by TomDoan « Sun Oct 28, 2018 9:01 am
Replies: 22
by terrya » Mon Feb 07, 2011 1:37 pm
1

2
22 Replies

37800 Views

Last post by TomDoan
Sun Oct 28, 2018 9:01 am
Generalized Impulse Responses

Last post by TomDoan « Fri Aug 17, 2018 9:58 pm
Replies: 9
by guillaume » Thu Jul 02, 2009 4:36 am

9 Replies

28305 Views

Last post by TomDoan
Fri Aug 17, 2018 9:58 pm
Diebold and Yilmaz 2012

Last post by TomDoan « Sat Mar 31, 2018 8:28 am
Replies: 7
by TomDoan » Fri Dec 08, 2017 8:30 am

7 Replies

26051 Views

Last post by TomDoan
Sat Mar 31, 2018 8:28 am
Short-and-long run restrictions with VECM

Last post by TomDoan « Wed Mar 28, 2018 11:12 pm
Replies: 21
by TomDoan » Wed Jun 16, 2010 5:38 pm
1

2
21 Replies

48147 Views

Last post by TomDoan
Wed Mar 28, 2018 11:12 pm
Confidence Interval Data of VAR model

Last post by TomDoan « Tue Mar 27, 2018 12:48 pm
Replies: 6
by bok1234 » Wed Nov 09, 2016 9:54 pm

6 Replies

12235 Views

Last post by TomDoan
Tue Mar 27, 2018 12:48 pm
VARX code example

Last post by TomDoan « Wed Jan 31, 2018 10:58 am
Replies: 1
by bok1234 » Wed Jan 31, 2018 3:31 am

1 Replies

6296 Views

Last post by TomDoan
Wed Jan 31, 2018 10:58 am
Standard deviation to percentage changes interpretation

Last post by TomDoan « Thu Jan 25, 2018 12:38 pm
Replies: 25
by jacarandas » Thu Sep 26, 2013 1:50 am
1

2
25 Replies

52870 Views

Last post by TomDoan
Thu Jan 25, 2018 12:38 pm
Regarding Confidence Intervals

Last post by TomDoan « Mon Jan 15, 2018 10:46 am
Replies: 1
by RK2509 » Sat Jan 13, 2018 12:11 pm

1 Replies

6425 Views

Last post by TomDoan
Mon Jan 15, 2018 10:46 am
Restricted Trend IN VECM

Last post by alexecon « Tue Jan 09, 2018 9:34 am
Replies: 5
by alexecon » Tue Sep 05, 2017 9:57 am

5 Replies

11693 Views

Last post by alexecon
Tue Jan 09, 2018 9:34 am

New Topic

Mark topics read • 449 topics

Page 3 of 18
- Jump to page:
Previous
1
2
3
4
5
…
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