Statistical Software Components

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