Examples and Sample Code

New Topic

Mark topics read • 290 topics

Page 10 of 12
- Jump to page:
Previous
1
…
8
9
10
11
12
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

1642935 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

1562257 Views

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

Topics

Replies

Views

Last post

Balcilar, Gupta and Miller, EE 2015

Last post by TomDoan « Thu Mar 01, 2018 9:19 am
Replies: 36
by TomDoan » Wed Dec 02, 2015 9:01 pm
1

2

3
36 Replies

79399 Views

Last post by TomDoan
Thu Mar 01, 2018 9:19 am
State-space Models with Regime Switching- KIMNP124.RPF

Last post by sunilpaul29 « Fri Feb 09, 2018 11:40 pm
Replies: 2
by sunilpaul29 » Thu Feb 08, 2018 9:18 am

2 Replies

6239 Views

Last post by sunilpaul29
Fri Feb 09, 2018 11:40 pm
Lee JIMF 1994—VECM-GARCH Models

Last post by TomDoan « Tue Jan 30, 2018 4:07 pm

by TomDoan » Mon Jun 26, 2017 12:52 pm

0 Replies

4573 Views

Last post by TomDoan
Tue Jan 30, 2018 4:07 pm
Dueker JBES 1997 MS-GARCH models

Last post by TomDoan « Tue Jan 30, 2018 3:31 pm
Replies: 19
by TomDoan » Tue Aug 30, 2011 5:59 pm
1

2
19 Replies

32122 Views

Last post by TomDoan
Tue Jan 30, 2018 3:31 pm
Tsay JASA 1998 Threshold VAR

Last post by TomDoan « Tue Jan 30, 2018 3:06 pm
Replies: 15
by TomDoan » Wed Mar 30, 2011 9:39 am
1

2
15 Replies

30410 Views

Last post by TomDoan
Tue Jan 30, 2018 3:06 pm
Harvey, Ruiz, Shephard(1994) MV Stochastic Volatil

Last post by TomDoan « Mon Jan 22, 2018 5:22 pm
Replies: 6
by TomDoan » Fri Aug 31, 2012 12:21 pm

6 Replies

13175 Views

Last post by TomDoan
Mon Jan 22, 2018 5:22 pm
Canova-Ciccarelli, Estimating Multi-country VAR Models

Last post by allister « Wed Dec 27, 2017 2:08 pm
Replies: 2
by allister » Wed Dec 27, 2017 1:09 pm

2 Replies

7042 Views

Last post by allister
Wed Dec 27, 2017 2:08 pm
Skalin Terasvirta JAE 1999 (STAR models/Nonlinear Causality)

Last post by adrangi « Mon Dec 25, 2017 9:53 pm
Replies: 7
by TomDoan » Thu May 31, 2012 2:49 pm

7 Replies

15525 Views

Last post by adrangi
Mon Dec 25, 2017 9:53 pm
Bernanke, Gertler and Watson BPEA 1997

Last post by TomDoan « Fri Nov 03, 2017 2:03 pm

by TomDoan » Fri Nov 03, 2017 2:03 pm

0 Replies

4718 Views

Last post by TomDoan
Fri Nov 03, 2017 2:03 pm
Bollerslev and Mikkelson(1996) FIEGARCH Model

Last post by TomDoan « Tue Oct 17, 2017 4:37 pm
Replies: 22
by TomDoan » Mon Jul 19, 2010 9:47 am
1

2
22 Replies

39433 Views

Last post by TomDoan
Tue Oct 17, 2017 4:37 pm
VECM-GARCH Model

Last post by TomDoan « Sat Sep 30, 2017 3:26 pm
Replies: 2
by TomDoan » Fri Aug 19, 2016 11:10 am

2 Replies

7198 Views

Last post by TomDoan
Sat Sep 30, 2017 3:26 pm
Perron and Wada(2009)

Last post by TomDoan « Tue Sep 12, 2017 7:54 pm
Replies: 8
by TomDoan » Thu Jun 14, 2012 10:34 am

8 Replies

15901 Views

Last post by TomDoan
Tue Sep 12, 2017 7:54 pm
Inequality-constrained Kalman filter

Last post by TomDoan « Thu Aug 31, 2017 1:04 pm

by TomDoan » Thu Aug 31, 2017 1:04 pm

0 Replies

4773 Views

Last post by TomDoan
Thu Aug 31, 2017 1:04 pm
Bivariate Gap-Phillips Curve model

Last post by TomDoan « Thu Aug 31, 2017 12:25 pm

by TomDoan » Thu Aug 31, 2017 12:25 pm

0 Replies

4246 Views

Last post by TomDoan
Thu Aug 31, 2017 12:25 pm
Particle filter

Last post by TomDoan « Thu Aug 31, 2017 11:57 am

by TomDoan » Tue Jan 07, 2014 2:53 pm

0 Replies

5075 Views

Last post by TomDoan
Thu Aug 31, 2017 11:57 am
Bivariate H-P Filter

Last post by TomDoan « Thu Aug 31, 2017 11:56 am
Replies: 2
by TomDoan » Mon Mar 26, 2012 1:28 pm

2 Replies

8205 Views

Last post by TomDoan
Thu Aug 31, 2017 11:56 am
Clark(1987) State-Space Model

Last post by TomDoan « Thu Aug 31, 2017 11:26 am

by TomDoan » Thu Aug 31, 2017 11:26 am

0 Replies

4443 Views

Last post by TomDoan
Thu Aug 31, 2017 11:26 am
NAWRU State-Space Model

Last post by TomDoan « Thu Aug 31, 2017 11:09 am

by TomDoan » Thu Oct 13, 2016 5:10 pm

0 Replies

6193 Views

Last post by TomDoan
Thu Aug 31, 2017 11:09 am
Hamilton-Susmel JOE 1994 SWARCH model

Last post by TomDoan « Tue Jul 18, 2017 4:11 pm
Replies: 15
by TomDoan » Tue Aug 30, 2011 6:00 pm
1

2
15 Replies

28467 Views

Last post by TomDoan
Tue Jul 18, 2017 4:11 pm
Hansen(1999) Threshold Estimation in Panel Data

Last post by TomDoan « Sun May 28, 2017 12:51 pm
Replies: 15
by TomDoan » Thu Jul 11, 2013 8:44 pm
1

2
15 Replies

47116 Views

Last post by TomDoan
Sun May 28, 2017 12:51 pm
Error Bands for IRF with Short and Long-Run Restrictions

Last post by TomDoan « Wed Apr 19, 2017 12:18 pm
Replies: 4
by TomDoan » Wed Apr 08, 2015 2:17 pm

4 Replies

9460 Views

Last post by TomDoan
Wed Apr 19, 2017 12:18 pm
Cappiello, Engle, Sheppard(2006) DCC GARCH models

Last post by TomDoan « Tue Dec 13, 2016 8:59 am
Replies: 26
by TomDoan » Thu Aug 05, 2010 1:48 pm
1

2
26 Replies

51610 Views

Last post by TomDoan
Tue Dec 13, 2016 8:59 am
Chan Karolyi Longstaff Sanders JOF 1992

Last post by Paradox4412w « Sun Nov 06, 2016 10:15 am
Replies: 9
by TomDoan » Mon Apr 29, 2013 1:04 pm

9 Replies

16612 Views

Last post by Paradox4412w
Sun Nov 06, 2016 10:15 am
Sims & Zha Econometrica 1999 Replication files

Last post by TomDoan « Thu Oct 27, 2016 10:30 am
Replies: 2
by TomDoan » Tue Aug 14, 2012 2:00 pm

2 Replies

10594 Views

Last post by TomDoan
Thu Oct 27, 2016 10:30 am
Hamilton - why not to use HP filter

Last post by vittorio23 « Tue Oct 25, 2016 12:26 am

by vittorio23 » Tue Oct 25, 2016 12:26 am

0 Replies

4331 Views

Last post by vittorio23
Tue Oct 25, 2016 12:26 am

New Topic

Mark topics read • 290 topics

Page 10 of 12
- Jump to page:
Previous
1
…
8
9
10
11
12
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