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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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Kilian(1998) Bootstrap-in-bootstrap

Last post by TomDoan « Thu Sep 17, 2020 2:39 pm

by TomDoan » Thu Dec 04, 2014 1:43 pm

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Ehrmann-Ellison-Valla(2003) Regime-dependent IRF's

Last post by TomDoan « Mon Feb 17, 2020 11:42 am
Replies: 153
by TomDoan » Mon Sep 12, 2011 2:43 pm
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334219 Views

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Helping with code of Primiceri (2005)

Last post by Zied_bct « Wed Jan 22, 2020 8:08 am
Replies: 14
by NgocAnh » Wed Aug 12, 2015 10:31 pm

14 Replies

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Wed Jan 22, 2020 8:08 am
question about Beveridge-Nelson and Unobserved-Components De

Last post by hardmann « Sun Nov 24, 2019 8:11 am
Replies: 3
by hardmann » Sat Feb 11, 2012 11:05 pm

3 Replies

10025 Views

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Sun Nov 24, 2019 8:11 am
SIMULTANEOUS EQUATION in panel data

Last post by Zied_bct « Fri Nov 15, 2019 4:46 am

by Zied_bct » Fri Nov 15, 2019 4:46 am

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Fri Nov 15, 2019 4:46 am
Morley, Nelson and Zivot(2003)

Last post by hardmann « Mon Nov 11, 2019 6:37 pm
Replies: 13
by hardmann » Sun Jun 10, 2012 7:05 am

13 Replies

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Mon Nov 11, 2019 6:37 pm
a spelling error

Last post by hardmann « Sat Nov 09, 2019 6:30 am

by hardmann » Sat Nov 09, 2019 6:30 am

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Bauwens and Laurent(2005)

Last post by TomDoan « Tue Aug 13, 2019 8:59 am

by TomDoan » Sat Jul 06, 2013 2:33 pm

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Elder-Serletis(2010) VAR-GARCH-M

Last post by TomDoan « Tue Jul 02, 2019 7:54 am
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by TomDoan » Wed Sep 21, 2011 1:40 pm
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87 Replies

164258 Views

Last post by TomDoan
Tue Jul 02, 2019 7:54 am
GRANGERBOOTSTRAP.RPF—Bootstrap for Granger Causality Test

Last post by TomDoan « Sat Jun 15, 2019 11:58 am
Replies: 7
by TomDoan » Wed Mar 18, 2015 10:09 am

7 Replies

18545 Views

Last post by TomDoan
Sat Jun 15, 2019 11:58 am
FLEXIBLE FOURIER FORM IN UNIT ROOTS- JONES & ENDERS

Last post by TomDoan « Sat May 25, 2019 12:30 pm
Replies: 12
by jhusein » Sat Nov 17, 2018 12:14 pm

12 Replies

17410 Views

Last post by TomDoan
Sat May 25, 2019 12:30 pm
datasets of dennismd2007

Last post by TomDoan « Mon Apr 29, 2019 8:08 am
Replies: 1
by hgz2373294jh » Sun Apr 28, 2019 9:12 pm

1 Replies

5523 Views

Last post by TomDoan
Mon Apr 29, 2019 8:08 am
Sadorsky EE 2012

Last post by TomDoan « Wed Apr 17, 2019 2:04 pm

by TomDoan » Thu Nov 19, 2015 4:47 pm

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7725 Views

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Enders-Siklos JBES 2001

Last post by TomDoan « Mon Apr 08, 2019 10:32 pm
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by TomDoan » Thu Mar 29, 2018 4:29 pm

2 Replies

9585 Views

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Tse, JOE 2000 test for CC

Last post by TomDoan « Fri Jan 18, 2019 2:18 pm
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by TomDoan » Fri Jun 29, 2012 9:21 am

4 Replies

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Last post by TomDoan
Fri Jan 18, 2019 2:18 pm
Grier, Henry, et. al. (2004)

Last post by flopez2011 « Fri Jul 13, 2018 6:07 pm
Replies: 7
by TomDoan » Fri Jun 20, 2014 10:29 am

7 Replies

14484 Views

Last post by flopez2011
Fri Jul 13, 2018 6:07 pm
TYCausalityProblem—Simulation of Toda-Yamamoto causality tes

Last post by TomDoan « Thu Jun 28, 2018 1:35 pm

by TomDoan » Thu Jun 28, 2018 1:35 pm

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Thu Jun 28, 2018 1:35 pm
Fry-Pagan JEL 2011

Last post by TomDoan « Sat May 26, 2018 1:45 pm
Replies: 11
by TomDoan » Wed Oct 09, 2013 4:25 pm

11 Replies

17980 Views

Last post by TomDoan
Sat May 26, 2018 1:45 pm
MSVECM

Last post by TomDoan « Fri May 11, 2018 7:37 am
Replies: 7
by TomDoan » Tue Aug 16, 2011 5:07 pm

7 Replies

15289 Views

Last post by TomDoan
Fri May 11, 2018 7:37 am
Gonzalez-Rivera(1998), STGARCH Models

Last post by TomDoan « Mon May 07, 2018 4:18 pm

by TomDoan » Thu Aug 04, 2016 11:58 am

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ANST-GARCH (Smooth Transition GARCH)

Last post by TomDoan « Mon May 07, 2018 4:17 pm

by TomDoan » Mon May 07, 2018 4:17 pm

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Mon May 07, 2018 4:17 pm
Diebold, Rudebusch & Aruoba (2006)—Dynamic Latent Factors

Last post by TomDoan « Mon Apr 23, 2018 3:49 pm
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by TomDoan » Tue Jan 05, 2010 9:16 am

13 Replies

26265 Views

Last post by TomDoan
Mon Apr 23, 2018 3:49 pm
Koutmos JBFA 1996 Multivariate EGARCH

Last post by sultan[] « Tue Apr 10, 2018 8:48 am
Replies: 56
by TomDoan » Wed Oct 09, 2013 3:02 pm
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71626 Views

Last post by sultan[]
Tue Apr 10, 2018 8:48 am
Gali QJE 1992

Last post by TomDoan « Mon Apr 02, 2018 7:56 pm

by TomDoan » Mon Jun 29, 2009 11:45 am

0 Replies

7402 Views

Last post by TomDoan
Mon Apr 02, 2018 7:56 pm
King, Plosser, Stock, Watson (AER 1991)

Last post by TomDoan « Thu Mar 29, 2018 4:25 pm

by TomDoan » Thu May 05, 2011 12:13 pm

0 Replies

6567 Views

Last post by TomDoan
Thu Mar 29, 2018 4:25 pm

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