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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.

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RATS program to demonstrate bootstrapping with an ARMA model Downloads
Tom Doan
RATS program to demonstrate bootstrapping with an E-GARCH model Downloads
Tom Doan
RATS program to demonstrate bootstrapping with cointegration Downloads
Tom Doan
RATS program to demonstrate calculation of an arranged autoregression Downloads
Tom Doan
RATS program to demonstrate conditional forecasting with a VAR Downloads
Tom Doan
RATS program to demonstrate contour graph Downloads
Tom Doan
RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation Downloads
Tom Doan
RATS program to demonstrate estimation of a stochastic volatility model Downloads
Tom Doan
RATS program to demonstrate estimation of an ARMAX model Downloads
Tom Doan
RATS program to demonstrate estimation of structural VAR's Downloads
Tom Doan
RATS program to demonstrate forecasting an E-GARCH model using random simulations Downloads
Tom Doan
RATS program to demonstrate forecasting using spectral techniques Downloads
Tom Doan
RATS program to demonstrate frequency domain deseasonalization Downloads
Tom Doan
RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling applied to a DCC GARCH model Downloads
Tom Doan
RATS program to demonstrate Gibbs Sampling applied to an ARMA model Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling in a cointegrated model Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling on dynamic probit model Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling with a linear regression Downloads
Tom Doan
RATS program to demonstrate Gibbs sampling with GARCH model Downloads
Tom Doan
RATS program to demonstrate Granger causality test with heterogeneous panel Downloads
Tom Doan
RATS program to demonstrate Hannan efficient estimation Downloads
Tom Doan
RATS program to demonstrate historical decomposition Downloads
Tom Doan
RATS program to demonstrate importance sampling with GARCH model Downloads
Tom Doan
RATS program to demonstrate Inclan-Tiao test for breaks in variance Downloads
Tom Doan
RATS program to demonstrate Inclan-Tiao test for breaks in variance Downloads
Tom Doan
RATS program to demonstrate IV estimation of VAR in panel data Downloads
Tom Doan
RATS program to demonstrate lag length selection techniques in a VAR Downloads
Tom Doan
RATS program to demonstrate Markov Switching ARCH Downloads
Tom Doan
RATS program to demonstrate Monte Carlo Impulse Response for a structural near-VAR Downloads
Tom Doan
RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable Downloads
Tom Doan
RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR Downloads
Tom Doan
RATS program to demonstrate Monte Carlo Impulse Responses for a standard VAR Downloads
Tom Doan
RATS program to demonstrate Monte Carlo Impulse Responses for overidentified SVARs Downloads
Tom Doan
RATS program to demonstrate multivariate GARCH models Downloads
Tom Doan
RATS program to demonstrate multivariate GARCH using 2-stage DCC Downloads
Tom Doan
RATS program to demonstrate non-parametric regression Downloads
Tom Doan
RATS program to demonstrate quadratic programming Downloads
Tom Doan
RATS program to demonstrate Shiller smoothness prior for distributed lag Downloads
Tom Doan
RATS program to demonstrate Swamy GLS matrix weighted estimator Downloads
Tom Doan
RATS program to demonstrate time-varying coefficient estimation in a VAR Downloads
Tom Doan
RATS program to demonstrate univariate GARCH estimation Downloads
Tom Doan
RATS program to demonstrate univariate GARCH with nonparametric density Downloads
Tom Doan
RATS program to demonstrate use of neural networks Downloads
Tom Doan
RATS program to demonstrate various stability tests Downloads
Tom Doan
RATS program to estimate a linear regression using an adaptive kernel estimator Downloads
Tom Doan
RATS program to estimate a model with fractional differencing Downloads
Tom Doan
RATS program to estimate DSGE model Downloads
Tom Doan
RATS program to estimate Hamilton switching model Downloads
Tom Doan
RATS program to estimate observable index model from Sargent-Sims(1977) Downloads
Tom Doan
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