Statistical Software Components

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RATS program to solve Lubik-Schorfheide JME 2007 DSGE model: Tom Doan
RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model: Tom Doan
RATS programs to estimate multivariate stochastic volatility models: Tom Doan
RATS programs to estimate structural VAR-GARCH-M model: Tom Doan
RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009: Tom Doan
RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results: Tom Doan
RATS programs to replicate Balke-Fomby threshold cointegration: Tom Doan
RATS programs to replicate Bernanke and Mihov QJE 1998: Tom Doan
RATS programs to replicate Bernanke, Boivin, Eliasz FAVAR paper: Tom Doan
RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions: Tom Doan
RATS programs to replicate Blanchard and Quah AER 1989: Tom Doan
RATS programs to replicate Burnside's JBES 1994 paper on asset pricing: Tom Doan
RATS programs to replicate Campbell and Ammer's JOF 1993 paper: Tom Doan
RATS programs to replicate CKLS(1992) estimation of interest rate models: Tom Doan
RATS programs to replicate Den Haan JME(2000) correlation of comovements: Tom Doan
RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control: Tom Doan
RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations: Tom Doan
RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model: Tom Doan
RATS programs to replicate Dueker(1997) Markov switching GARCH models: Tom Doan
RATS programs to replicate Dueker(2005) JBES dynamic probit model: Tom Doan
RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration: Tom Doan
RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots: Tom Doan
RATS programs to replicate examples of Bai-Perron procedure: Tom Doan
RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results: Tom Doan
RATS programs to replicate Faust and Leeper JBES 1997 paper: Tom Doan
RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching: Tom Doan
RATS programs to replicate Gali's QJE 1992 results: Tom Doan
RATS programs to replicate Gonzalo and Granger JBES 1995 paper: Tom Doan
RATS programs to replicate Gray's 1996 Regime Switching GARCH paper: Tom Doan
RATS programs to replicate Hansen's example of threshold break in panel data: Tom Doan
RATS programs to replicate Hansen's examples of Andrews-Ploberger test: Tom Doan
RATS programs to replicate Hansen's GARCH models with time-varying t-densities: Tom Doan
RATS programs to replicate Hansen's threshold estimation and testing results: Tom Doan
RATS programs to replicate Hansen/Seo paper on threshold cointegration: Tom Doan
RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model: Tom Doan
RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility: Tom Doan
RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results: Tom Doan
RATS programs to replicate Krolzig MS-VAR's for six country models: Tom Doan
RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts: Tom Doan
RATS programs to replicate Mark-Sul(2003) panel DOLS: Tom Doan
RATS programs to replicate Michael-Nobay-Peel ESTAR models: Tom Doan
RATS programs to replicate Morley-Nelson-Zivot state space decomposition: Tom Doan
RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR: Tom Doan
RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients: Tom Doan
RATS programs to replicate Papell and Prodan one and two break unit root tests: Tom Doan
RATS programs to replicate Pedroni PPP tests on panel data: Tom Doan
RATS programs to replicate Perron-Wada state space model: Tom Doan
RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data: Tom Doan
RATS programs to replicate Quah and Vahey core inflation estimation: Tom Doan
RATS programs to replicate results from Gregory and Hansen(1996) JOE article: Tom Doan