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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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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
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36 Replies

81835 Views

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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

6576 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

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4862 Views

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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
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2
19 Replies

33240 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
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2
15 Replies

31234 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

13403 Views

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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

7156 Views

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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

15776 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

4784 Views

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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

40390 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

7289 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

16206 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

4847 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

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4301 Views

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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

5139 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

8337 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

4508 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

6267 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

29128 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

49755 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

9605 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

53895 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

16880 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

10773 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

4370 Views

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

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