VARs (Vector Autoregression Models)

New Topic

Mark topics read • 449 topics

Page 4 of 18
- Jump to page:
Previous
1
2
3
4
5
6
…
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

2537919 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

2433612 Views

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

Topics

Replies

Views

Last post

evaluation of forecasts under VAR

Last post by TomDoan « Fri Jan 05, 2018 9:33 am
Replies: 4
by sanjeev » Wed Aug 12, 2015 11:14 pm

4 Replies

10254 Views

Last post by TomDoan
Fri Jan 05, 2018 9:33 am
Variance Decompositions based on a Rolling VAR

Last post by TomDoan « Tue Dec 12, 2017 4:37 pm
Replies: 3
by ege_man » Tue Dec 12, 2017 7:57 am

3 Replies

9268 Views

Last post by TomDoan
Tue Dec 12, 2017 4:37 pm
TVP-VAR code error

Last post by TomDoan « Fri Dec 08, 2017 8:41 am
Replies: 6
by ege_man » Thu Nov 23, 2017 5:43 am

6 Replies

13602 Views

Last post by TomDoan
Fri Dec 08, 2017 8:41 am
Minnesota Prior in Near VAR

Last post by Jules89 « Mon Dec 04, 2017 2:57 pm
Replies: 3
by Jules89 » Fri Dec 01, 2017 10:30 am

3 Replies

8894 Views

Last post by Jules89
Mon Dec 04, 2017 2:57 pm
Sign Restriction with 30 observations?

Last post by umee « Mon Nov 27, 2017 12:56 pm
Replies: 8
by umee » Thu Sep 21, 2017 3:59 pm

8 Replies

14708 Views

Last post by umee
Mon Nov 27, 2017 12:56 pm
The 'Davies' Test

Last post by alexecon « Wed Nov 22, 2017 1:46 pm
Replies: 13
by alexecon » Tue Jan 24, 2017 6:52 am

13 Replies

24167 Views

Last post by alexecon
Wed Nov 22, 2017 1:46 pm
GIRFs for I-VAR

Last post by TomDoan « Wed Nov 22, 2017 11:19 am
Replies: 26
by Jules89 » Thu Nov 02, 2017 9:33 am
1

2
26 Replies

53434 Views

Last post by TomDoan
Wed Nov 22, 2017 11:19 am
Gibbs Var with Minnesota Prior and Exogenous Variables

Last post by TomDoan « Mon Nov 20, 2017 9:51 am
Replies: 15
by Jules89 » Mon Oct 09, 2017 8:42 am
1

2
15 Replies

39992 Views

Last post by TomDoan
Mon Nov 20, 2017 9:51 am
VAR Forecast with Exogenous Variable

Last post by Jules89 « Wed Nov 01, 2017 11:26 am
Replies: 4
by Jules89 » Wed Nov 01, 2017 8:13 am

4 Replies

10986 Views

Last post by Jules89
Wed Nov 01, 2017 11:26 am
A Small Query Regarding IRF in SVAR

Last post by TomDoan « Tue Oct 24, 2017 8:38 am
Replies: 5
by sanjeev » Mon Oct 16, 2017 4:40 am

5 Replies

11401 Views

Last post by TomDoan
Tue Oct 24, 2017 8:38 am
VEC to VAR

Last post by lizhengeconomic « Mon Oct 09, 2017 10:23 pm
Replies: 2
by lizhengeconomic » Sun Oct 08, 2017 9:08 pm

2 Replies

7751 Views

Last post by lizhengeconomic
Mon Oct 09, 2017 10:23 pm
importance of exogenous regressor in VAR

Last post by pfb382 « Tue Sep 26, 2017 1:42 pm
Replies: 13
by pfb382 » Wed May 31, 2017 7:31 am

13 Replies

22730 Views

Last post by pfb382
Tue Sep 26, 2017 1:42 pm
Impulse from exogenous regressor in VAR

Last post by TomDoan « Sun Sep 24, 2017 8:51 am
Replies: 7
by luching » Thu May 14, 2015 10:52 am

7 Replies

14932 Views

Last post by TomDoan
Sun Sep 24, 2017 8:51 am
Mountford-Uhlig

Last post by TomDoan « Sat Sep 16, 2017 12:40 pm
Replies: 1
by gabriel_rodriguez » Fri Sep 15, 2017 3:46 pm

1 Replies

15510 Views

Last post by TomDoan
Sat Sep 16, 2017 12:40 pm
montenearsvar.rpf

Last post by TomDoan « Fri Sep 08, 2017 9:58 pm
Replies: 1
by TG81 » Fri Sep 08, 2017 1:15 pm

1 Replies

6674 Views

Last post by TomDoan
Fri Sep 08, 2017 9:58 pm
Orthogonal Shocks Sign Restrictions

Last post by TomDoan « Wed Aug 09, 2017 7:46 am
Replies: 1
by Jules89 » Wed Aug 09, 2017 5:54 am

1 Replies

10808 Views

Last post by TomDoan
Wed Aug 09, 2017 7:46 am
Interpreting the Scale of IRF

Last post by TomDoan « Tue Aug 08, 2017 9:19 am
Replies: 7
by Jules89 » Fri Apr 28, 2017 8:15 am

7 Replies

13952 Views

Last post by TomDoan
Tue Aug 08, 2017 9:19 am
BVAR Minnesota Prior IRF

Last post by TomDoan « Wed Aug 02, 2017 5:10 pm
Replies: 19
by Jules89 » Wed Mar 29, 2017 6:00 am
1

2
19 Replies

38553 Views

Last post by TomDoan
Wed Aug 02, 2017 5:10 pm
Diebold and Yilmaz (2012) crashes

Last post by TomDoan « Sat Jul 22, 2017 11:37 am
Replies: 1
by veryconfusedmgarch » Sat Jul 22, 2017 6:18 am

1 Replies

6538 Views

Last post by TomDoan
Sat Jul 22, 2017 11:37 am
Shock in exogenous variables in a SVAR

Last post by TomDoan « Wed Jun 28, 2017 10:44 am
Replies: 37
by torresgc » Tue Aug 09, 2011 10:47 am
1

2

3
37 Replies

86669 Views

Last post by TomDoan
Wed Jun 28, 2017 10:44 am
Cointegration test in VCEM-X

Last post by TomDoan « Wed Jun 21, 2017 1:33 pm
Replies: 3
by BinhPham » Wed Jun 21, 2017 6:06 am

3 Replies

8249 Views

Last post by TomDoan
Wed Jun 21, 2017 1:33 pm
SVAR with cointegration restrictions a la Warne (1993)

Last post by pfb382 « Fri Jun 16, 2017 7:02 am

by pfb382 » Fri Jun 16, 2017 7:02 am

0 Replies

5876 Views

Last post by pfb382
Fri Jun 16, 2017 7:02 am
Bayesian Estimation of Exactly Identified SVAR

Last post by Jules89 « Wed Jun 07, 2017 11:07 am
Replies: 2
by Jules89 » Wed Jun 07, 2017 10:02 am

2 Replies

7043 Views

Last post by Jules89
Wed Jun 07, 2017 11:07 am
VAR with asymmetric error correction

Last post by onem « Fri May 19, 2017 9:21 am
Replies: 2
by onem » Thu May 18, 2017 10:07 am

2 Replies

7538 Views

Last post by onem
Fri May 19, 2017 9:21 am
Convergence Diagnostic in Bayesian VAR

Last post by TomDoan « Fri May 19, 2017 8:34 am
Replies: 9
by Jules89 » Wed May 03, 2017 8:10 am

9 Replies

14508 Views

Last post by TomDoan
Fri May 19, 2017 8:34 am

New Topic

Mark topics read • 449 topics

Page 4 of 18
- Jump to page:
Previous
1
2
3
4
5
6
…
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