Details about Tom Doan

Access statistics for papers by Tom Doan.

Last updated 2012-02-01. Update your information in the RePEc Author Service.

Short-id: pdo2

Working Papers

1983

1. Forecasting and Conditional Projection Using Realistic Prior Distributions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (375)

Software Items

2000

1. GED: RATS module to draw from Generalized Error Distribution
   Statistical Software Components, Boston College Department of Economics

Undated

2. ABLAGS: RATS procedure to generate Arellano-Bond set of instruments
   Statistical Software Components, Boston College Department of Economics
3. ADFAUTOSELECT: RATS procedure to select optimal lag length to be used for an ADF test
   Statistical Software Components, Boston College Department of Economics
4. ADTEST: RATS procedure to perform Anderson-Darling test for normality
   Statistical Software Components, Boston College Department of Economics
5. AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference
   Statistical Software Components, Boston College Department of Economics
6. APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test
   Statistical Software Components, Boston College Department of Economics
7. APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood
   Statistical Software Components, Boston College Department of Economics
8. ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg
   Statistical Software Components, Boston College Department of Economics
9. ARCHTEST: RATS procedure to test a series for ARCH effects
   Statistical Software Components, Boston College Department of Economics
10. ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model
    Statistical Software Components, Boston College Department of Economics
11. ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model
    Statistical Software Components, Boston College Department of Economics
12. BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas
    Statistical Software Components, Boston College Department of Economics
13. BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes
    Statistical Software Components, Boston College Department of Economics
14. BAYESTST: RATS procedure to perform Bayesian Unit Root test
    Statistical Software Components, Boston College Department of Economics
15. BDINDTEST: RATS procedure to perform battery of independence tests
    Statistical Software Components, Boston College Department of Economics
16. BDSTEST: RATS procedure to compute Brock-Decher-Scheinkman test for i.i.d
    Statistical Software Components, Boston College Department of Economics
17. BETAPARMS: RATS procedure to compute parameters required for beta distribution
    Statistical Software Components, Boston College Department of Economics
18. BICORRTEST: RATS procedure to compute Hinich bi-correlations test for autocorrelation
    Statistical Software Components, Boston College Department of Economics
19. BJAUTOFIT: RATS procedure to implement Automated ARIMA model selection
    Statistical Software Components, Boston College Department of Economics
20. BJTRANS: RATS procedure to aid in selection of preliminary transformation
    Statistical Software Components, Boston College Department of Economics
21. BKFILTER: RATS procedure to implement band pass filter using Baxter-King method
    Statistical Software Components, Boston College Department of Economics
22. BNDECOMP: RATS procedure to perform Beveridge-Nelson decomposition
    Statistical Software Components, Boston College Department of Economics
23. BPPANELTESTS: RATS procedure to perform Breusch-Pagan (and related) tests for random effects
    Statistical Software Components, Boston College Department of Economics
24. BQDODRAWS: RATS procedure to implement Monte Carlo draws from a VAR with Blanchard-Quah factorization
    Statistical Software Components, Boston College Department of Economics
25. BRYBOSCHAN: RATS procedure to implement Bry-Boschan business cycle dating
    Statistical Software Components, Boston College Department of Economics
26. CANCORR: RATS procedure to compute canonical correlations for two sets of series
    Statistical Software Components, Boston College Department of Economics
27. CFEAT: RATS procedure to identify turning points and cyclical phases of a series
    Statistical Software Components, Boston College Department of Economics
28. CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method
    Statistical Software Components, Boston College Department of Economics
29. CHOWDENNING: RATS procedure to perform Chow-Denning multiple variance ratio test
    Statistical Software Components, Boston College Department of Economics
30. CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series
    Statistical Software Components, Boston College Department of Economics
31. CLASSICALDECOMP: RATS procedure to decompose a series into trend, seasonal, irregular
    Statistical Software Components, Boston College Department of Economics
32. CONDITION: RATS procedure to implement conditional forecasting
    Statistical Software Components, Boston College Department of Economics
33. CORRADO: RATS procedure to perform Corrado non-parametric event test
    Statistical Software Components, Boston College Department of Economics
34. CORRINTEGRAL: RATS procedure to compute a correlation integral for a series
    Statistical Software Components, Boston College Department of Economics
35. CROSSPEC: RATS procedure to compute and graph phase and coherence
    Statistical Software Components, Boston College Department of Economics
36. CUMPDGM: RATS procedure to perform Durbin's Cumulated Periodogram for serial correlation
    Statistical Software Components, Boston College Department of Economics
37. CUSUMTESTS: RATS procedure to compute and display CUSUM and CUSUMQ tests
    Statistical Software Components, Boston College Department of Economics
38. CVSTABTEST: RATS procedure to perform stability tests on a covariance matrix
    Statistical Software Components, Boston College Department of Economics
39. DENTON: RATS procedure to distribute a series to a higher frequency using proportional Denton method
    Statistical Software Components, Boston College Department of Economics
40. DFUNIT: RATS procedure to perform Dickey-Fuller unit root test
    Statistical Software Components, Boston College Department of Economics
41. DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure
    Statistical Software Components, Boston College Department of Economics
42. DISTRIB: RATS procedure to compute distribution from one frequency to a higher frequency
    Statistical Software Components, Boston College Department of Economics
43. DIVISIA: RATS procedure to compute a Divisia index
    Statistical Software Components, Boston College Department of Economics
44. DLMGLS: RATS procedure to perform GLS estimation with state-space model for errors
    Statistical Software Components, Boston College Department of Economics
45. DLMIRF: RATS procedure to compute Impulse Response Function from a State-Space model
    Statistical Software Components, Boston College Department of Economics
46. DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test
    Statistical Software Components, Boston College Department of Economics
47. DSGECONTROL: RATS procedure to compute state space model adjustments for optimal control
    Statistical Software Components, Boston College Department of Economics
48. DURBINLEVINSON: RATS procedure to compute autoregressive representations using Durbin-Levinson recursion
    Statistical Software Components, Boston College Department of Economics
49. EBA: RATS procedure to perform Extreme Bounds Analysis
    Statistical Software Components, Boston College Department of Economics
50. EGTEST: RATS procedure to compute Engle-Granger test for Cointegration
    Statistical Software Components, Boston College Department of Economics
51. EGTESTRESIDS: RATS procedure to compute Engle-Granger test for cointegration on 1st stage residuals
    Statistical Software Components, Boston College Department of Economics
52. ELFCALC: RATS procedure to compute empirical likelihood for a set of moment conditions
    Statistical Software Components, Boston College Department of Economics
53. ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect
    Statistical Software Components, Boston College Department of Economics
54. EQNTOACF: RATS procedure to create an ACF from an ARMA equation
    Statistical Software Components, Boston College Department of Economics
55. ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests
    Statistical Software Components, Boston College Department of Economics
56. EXACTINVERSE: RATS procedure to compute exact (limit) inverse with "infinite" components
    Statistical Software Components, Boston College Department of Economics
57. FLUX: RATS procedure to compute a general Nyblom fluctuations test
    Statistical Software Components, Boston College Department of Economics
58. FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares
    Statistical Software Components, Boston College Department of Economics
59. FORCEDFACTOR: RATS procedure to factor covariance matrix with specific vector column/row
    Statistical Software Components, Boston College Department of Economics
60. GAIN: RATS procedure to compute and graph the gain and phase of a pair of series
    Statistical Software Components, Boston College Department of Economics
61. GAMMAPARMS: RATS procedure to compute parameters required for gamma distribution
    Statistical Software Components, Boston College Department of Economics
62. GARCHFORE: RATS procedure to perform univariate GARCH forecasting
    Statistical Software Components, Boston College Department of Economics
63. GAUSSHERMITE: RATS procedure to generate weights and grid points for Gauss-Hermite numerical integration
    Statistical Software Components, Boston College Department of Economics
64. GLSDETREND: RATS procedure to perform local to unity GLS detrending
    Statistical Software Components, Boston College Department of Economics
65. GMAUTOFIT: RATS procedure to perform automated ARIMA model selection (seasonal models)
    Statistical Software Components, Boston College Department of Economics
66. GNEWBOLD: RATS procedure to perform Granger-Newbold forecast comparison test
    Statistical Software Components, Boston College Department of Economics
67. GPH: RATS procedure to compute Geweke-Porter-Hudak estimate of fractional differencing
    Statistical Software Components, Boston College Department of Economics
68. GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks
    Statistical Software Components, Boston College Department of Economics
69. HADRI: RATS procedure to implement Hadri test for unit roots in panel data
    Statistical Software Components, Boston College Department of Economics
70. HALTON: RATS procedure to generate Halton sequences
    Statistical Software Components, Boston College Department of Economics
71. HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm
    Statistical Software Components, Boston College Department of Economics
72. HILLGEV: RATS procedure to estimate tail index for a distribution using Hill's method
    Statistical Software Components, Boston College Department of Economics
73. HINICHTEST: RATS procedure to perform Hinich test for linearity and Gaussianity
    Statistical Software Components, Boston College Department of Economics
74. HJBOUNDS: RATS procedure to compute Hansen-Jagannathan bounds for a set of returns
    Statistical Software Components, Boston College Department of Economics
75. HTUNIT: RATS procedure to implement Harris-Tzavalis unit root test for panel data
    Statistical Software Components, Boston College Department of Economics
76. HURST: RATS procedure to compute a Hurst exponent
    Statistical Software Components, Boston College Department of Economics
77. Hurst exponent estimation procedure
    Rats codes
78. ICSS: RATS procedure to perform Inclan-Tiao test for breaks in variance
    Statistical Software Components, Boston College Department of Economics
79. INTERPOL: RATS procedure to interpolate from one frequency to a higher one
    Statistical Software Components, Boston College Department of Economics
80. INVGAMMAPARMS: RATS procedure to compute parameters required for inverse gamma distribution
    Statistical Software Components, Boston College Department of Economics
81. IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test
    Statistical Software Components, Boston College Department of Economics
82. JOHMLE: RATS procedure to perform Johansen ML Cointegration analysis
    Statistical Software Components, Boston College Department of Economics
83. KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test
    Statistical Software Components, Boston College Department of Economics
84. KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model
    Statistical Software Components, Boston College Department of Economics
85. LIML: RATS procedure to perform limited information maximum likelihood estimation
    Statistical Software Components, Boston College Department of Economics
86. LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution
    Statistical Software Components, Boston College Department of Economics
87. LOGNORMALPARMS: RATS procedure to compute parameters required for log normal distribution
    Statistical Software Components, Boston College Department of Economics
88. LOGSKEWTDENSITY: RATS procedure to compute log density of skew-t distribution
    Statistical Software Components, Boston College Department of Economics
89. LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks
    Statistical Software Components, Boston College Department of Economics
90. LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias
    Statistical Software Components, Boston College Department of Economics
91. LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks
    Statistical Software Components, Boston College Department of Economics
92. MAAUTOLAGS: RATS procedure to compute Information Criteria for MA models using innovations algorithm
    Statistical Software Components, Boston College Department of Economics
93. MACKINNONCV: RATS procedure to compute Mackinnon's Critical values for DF and EG tests
    Statistical Software Components, Boston College Department of Economics
94. MANNWHITNEY: RATS procedure to perform Mann-Whitney test for comparison of samples
    Statistical Software Components, Boston College Department of Economics
95. MCFEVDTABLE: RATS procedure to organize tables of FEVD's with confidence bands
    Statistical Software Components, Boston College Department of Economics
96. MCLEODLI: RATS procedure to perform a McLeod-Li test for 2nd order dependence
    Statistical Software Components, Boston College Department of Economics
97. MCMCPOSTPROC: RATS procedure to calculate sample statistics from MCMC realizations
    Statistical Software Components, Boston College Department of Economics
98. MCVARDODDRAWS: RATS procedure to perform Monte Carlo draws from a VAR to generate IRF's
    Statistical Software Components, Boston College Department of Economics
99. MEANGROUP: RATS procedure to perform mean group estimator for panel data
    Statistical Software Components, Boston College Department of Economics
100. MESA: RATS procedure to compute and graph a spectrum using Maximum Entropy Method
     Statistical Software Components, Boston College Department of Economics
101. MHEGY: RATS procedure to implement the monthly version of the "HEGY" tests
     Statistical Software Components, Boston College Department of Economics
102. MIXVAR: RATS procedure to compute mixed estimation of an equation with a Bayesian prior
     Statistical Software Components, Boston College Department of Economics
103. MONTEVAR: RATS procedure to perform Monte Carlo Integration of VAR Impulse Response confidence bands
     Statistical Software Components, Boston College Department of Economics
104. MSEMSETUPSTD: RATS procedure to perform Markov switching procedures for EM estimation
     Statistical Software Components, Boston College Department of Economics
105. MSREGRESSION: RATS procedure to perform Markov switching linear regression procedures
     Statistical Software Components, Boston College Department of Economics
106. MSSETUP: RATS procedure to perform Markov switching general support procedures
     Statistical Software Components, Boston College Department of Economics
107. MSSYSREGRESSION: RATS procedure to perform Markov switching linear systems regression procedures
     Statistical Software Components, Boston College Department of Economics
108. MSVARSETUP: RATS procedure to perform Markov switching VAR setup procedures
     Statistical Software Components, Boston College Department of Economics
109. MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis
     Statistical Software Components, Boston College Department of Economics
110. MVARCHTEST: RATS procedure to perform Multivariate test for ARCH
     Statistical Software Components, Boston College Department of Economics
111. MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's
     Statistical Software Components, Boston College Department of Economics
112. MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting
     Statistical Software Components, Boston College Department of Economics
113. MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix
     Statistical Software Components, Boston College Department of Economics
114. MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test
     Statistical Software Components, Boston College Department of Economics
115. MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic
     Statistical Software Components, Boston College Department of Economics
116. NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates
     Statistical Software Components, Boston College Department of Economics
117. OLSHODRICK: RATS procedure to compute Hodrick standard errors
     Statistical Software Components, Boston College Department of Economics
118. PANELDOLS: RATS procedure to perform panel data group mean DOLS
     Statistical Software Components, Boston College Department of Economics
119. PANELFM: RATS procedure to perform panel data group mean FMOLS
     Statistical Software Components, Boston College Department of Economics
120. PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model
     Statistical Software Components, Boston College Department of Economics
121. PERRONBREAKS: RATS procedure to compute various unit root tests with breaks
     Statistical Software Components, Boston College Department of Economics
122. PERRONNGMTESTS: RATS procedure to compute various Perron-Ng "M" unit root tests
     Statistical Software Components, Boston College Department of Economics
123. PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date
     Statistical Software Components, Boston College Department of Economics
124. PERSIST: RATS procedure to compute sum of coefficients of a MA representation for a series
     Statistical Software Components, Boston College Department of Economics
125. PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions
     Statistical Software Components, Boston College Department of Economics
126. PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test
     Statistical Software Components, Boston College Department of Economics
127. PRINFACTORS: RATS procedure to perform principal components-based factor analysis
     Statistical Software Components, Boston College Department of Economics
128. PRJCONDITIONAL: RATS procedure to compute predicted probabilities for conditional logit model
     Statistical Software Components, Boston College Department of Economics
129. PRJMULTINOMIAL: RATS procedure to compute predicted probabilities for multinomial logit model
     Statistical Software Components, Boston College Department of Economics
130. QUARTIMAX: RATS procedure to perform factor rotation using quartimax criterion
     Statistical Software Components, Boston College Department of Economics
131. RANMIXTURE: RATS procedure to perform random draws from a mixture of Normals
     Statistical Software Components, Boston College Department of Economics
132. RATS program to calculate optimal portfolios
     Statistical Software Components, Boston College Department of Economics
133. RATS program to demonstate robust estimation techniques in a linear model
     Statistical Software Components, Boston College Department of Economics
134. RATS program to demonstrate Arellano-Bond estimator for dynamic panel model
     Statistical Software Components, Boston College Department of Economics
135. RATS program to demonstrate Bayesian VAR estimation
     Statistical Software Components, Boston College Department of Economics
136. RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation
     Statistical Software Components, Boston College Department of Economics
137. RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR
     Statistical Software Components, Boston College Department of Economics
138. RATS program to demonstrate Gibbs sampling with GARCH model
     Statistical Software Components, Boston College Department of Economics
139. RATS program to demonstrate Gibbs sampling with a linear regression
     Statistical Software Components, Boston College Department of Economics
140. RATS program to demonstrate Hannan efficient estimation
     Statistical Software Components, Boston College Department of Economics
141. RATS program to demonstrate Inclan-Tiao test for breaks in variance
     Statistical Software Components, Boston College Department of Economics
142. RATS program to demonstrate Markov Switching ARCH
     Statistical Software Components, Boston College Department of Economics
143. RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable
     Statistical Software Components, Boston College Department of Economics
144. RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR
     Statistical Software Components, Boston College Department of Economics
145. RATS program to demonstrate Monte Carlo Impulse Responses for a standard VAR
     Statistical Software Components, Boston College Department of Economics
146. RATS program to demonstrate Monte Carlo Impulse Responses for overidentified SVARs
     Statistical Software Components, Boston College Department of Economics
147. RATS program to demonstrate Shiller smoothness prior for distributed lag
     Statistical Software Components, Boston College Department of Economics
148. RATS program to demonstrate Swamy GLS matrix weighted estimator
     Statistical Software Components, Boston College Department of Economics
149. RATS program to demonstrate block causality tests in a VAR
     Statistical Software Components, Boston College Department of Economics
150. RATS program to demonstrate bootstrapping applied to Granger causality test
     Statistical Software Components, Boston College Department of Economics
151. RATS program to demonstrate bootstrapping spectral density estimates
     Statistical Software Components, Boston College Department of Economics
152. RATS program to demonstrate bootstrapping with a GARCH model
     Statistical Software Components, Boston College Department of Economics
153. RATS program to demonstrate bootstrapping with a VAR
     Statistical Software Components, Boston College Department of Economics
154. RATS program to demonstrate bootstrapping with a VECM
     Statistical Software Components, Boston College Department of Economics
155. RATS program to demonstrate bootstrapping with an ARMA model
     Statistical Software Components, Boston College Department of Economics
156. RATS program to demonstrate bootstrapping with cointegration
     Statistical Software Components, Boston College Department of Economics
157. RATS program to demonstrate calculation of an arranged autoregression
     Statistical Software Components, Boston College Department of Economics
158. RATS program to demonstrate conditional forecasting with a VAR
     Statistical Software Components, Boston College Department of Economics
159. RATS program to demonstrate contour graph
     Statistical Software Components, Boston College Department of Economics
160. RATS program to demonstrate estimation of a stochastic volatility model
     Statistical Software Components, Boston College Department of Economics
161. RATS program to demonstrate estimation of an ARMAX model
     Statistical Software Components, Boston College Department of Economics
162. RATS program to demonstrate estimation of structural VAR's
     Statistical Software Components, Boston College Department of Economics
163. RATS program to demonstrate forecasting using spectral techniques
     Statistical Software Components, Boston College Department of Economics
164. RATS program to demonstrate frequency domain deseasonalization
     Statistical Software Components, Boston College Department of Economics
165. RATS program to demonstrate importance sampling with GARCH model
     Statistical Software Components, Boston College Department of Economics
166. RATS program to demonstrate lag length selection techniques in a VAR
     Statistical Software Components, Boston College Department of Economics
167. RATS program to demonstrate multivariate GARCH models
     Statistical Software Components, Boston College Department of Economics
168. RATS program to demonstrate multivariate GARCH using 2-stage DCC
     Statistical Software Components, Boston College Department of Economics
169. RATS program to demonstrate non-parametric regression
     Statistical Software Components, Boston College Department of Economics
170. RATS program to demonstrate quadratic programming
     Statistical Software Components, Boston College Department of Economics
171. RATS program to demonstrate time-varying coefficient estimation in a VAR
     Statistical Software Components, Boston College Department of Economics
172. RATS program to demonstrate univariate GARCH estimation
     Statistical Software Components, Boston College Department of Economics
173. RATS program to demonstrate use of neural networks
     Statistical Software Components, Boston College Department of Economics
174. RATS program to demonstrate various stability tests
     Statistical Software Components, Boston College Department of Economics
175. RATS program to estimate DSGE model
     Statistical Software Components, Boston College Department of Economics
176. RATS program to estimate Hamilton switching model
     Statistical Software Components, Boston College Department of Economics
177. RATS program to estimate a linear regression using an adaptive kernel estimator
     Statistical Software Components, Boston College Department of Economics
178. RATS program to estimate a model with fractional differencing
     Statistical Software Components, Boston College Department of Economics
179. RATS program to estimate observable index model from Sargent-Sims(1977)
     Statistical Software Components, Boston College Department of Economics
180. RATS program to estimate probit model with random effects
     Statistical Software Components, Boston College Department of Economics
181. RATS program to estimate term structure using non-linear methods
     Statistical Software Components, Boston College Department of Economics
182. RATS program to estimate term structure with cubic splines
     Statistical Software Components, Boston College Department of Economics
183. RATS program to solve Cass-Koopmans growth model
     Statistical Software Components, Boston College Department of Economics
184. RATS program to solve Erceg-Henderson-Levin model
     Statistical Software Components, Boston College Department of Economics
185. RATS program to solve Lubik-Schorfheide JME 2007 DSGE model
     Statistical Software Components, Boston College Department of Economics
186. RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model
     Statistical Software Components, Boston College Department of Economics
187. RATS programs to estimate multivariate stochastic volatility models
     Statistical Software Components, Boston College Department of Economics
188. RATS programs to estimate structural VAR-GARCH-M model
     Statistical Software Components, Boston College Department of Economics
189. RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009
     Statistical Software Components, Boston College Department of Economics
190. RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results
     Statistical Software Components, Boston College Department of Economics
191. RATS programs to replicate Balke-Fomby threshold cointegration
     Statistical Software Components, Boston College Department of Economics
192. RATS programs to replicate Bernanke and Mihov QJE 1998
     Statistical Software Components, Boston College Department of Economics
193. RATS programs to replicate Bernanke, Boivin, Eliasz FAVAR paper
     Statistical Software Components, Boston College Department of Economics
194. RATS programs to replicate Bjornland-Leitemo(2009) SVAR with short- and long-run restrictions
     Statistical Software Components, Boston College Department of Economics
195. RATS programs to replicate Blanchard and Quah AER 1989
     Statistical Software Components, Boston College Department of Economics
196. RATS programs to replicate Burnside's JBES 1994 paper on asset pricing
     Statistical Software Components, Boston College Department of Economics
197. RATS programs to replicate CKLS(1992) estimation of interest rate models
     Statistical Software Components, Boston College Department of Economics
198. RATS programs to replicate Campbell and Ammer's JOF 1993 paper
     Statistical Software Components, Boston College Department of Economics
199. RATS programs to replicate Den Haan JME(2000) correlation of comovements
     Statistical Software Components, Boston College Department of Economics
200. RATS programs to replicate Dennis Macroeconomic Dynamics 2007 optimal control
     Statistical Software Components, Boston College Department of Economics
201. RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations
     Statistical Software Components, Boston College Department of Economics
202. RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model
     Statistical Software Components, Boston College Department of Economics
203. RATS programs to replicate Dueker(1997) Markov switching GARCH models
     Statistical Software Components, Boston College Department of Economics
204. RATS programs to replicate Dueker(2005) JBES dynamic probit model
     Statistical Software Components, Boston College Department of Economics
205. RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration
     Statistical Software Components, Boston College Department of Economics
206. RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots
     Statistical Software Components, Boston College Department of Economics
207. RATS programs to replicate Fabiani-Mestre 2004 NAIRU model results
     Statistical Software Components, Boston College Department of Economics
208. RATS programs to replicate Faust and Leeper JBES 1997 paper
     Statistical Software Components, Boston College Department of Economics
209. RATS programs to replicate Filardo JBES 1994 paper with time-varying Markov switching
     Statistical Software Components, Boston College Department of Economics
210. RATS programs to replicate Gali's QJE 1992 results
     Statistical Software Components, Boston College Department of Economics
211. RATS programs to replicate Gonzalo and Granger JBES 1995 paper
     Statistical Software Components, Boston College Department of Economics
212. RATS programs to replicate Gray's 1996 Regime Switching GARCH paper
     Statistical Software Components, Boston College Department of Economics
213. RATS programs to replicate Hansen's GARCH models with time-varying t-densities
     Statistical Software Components, Boston College Department of Economics
214. RATS programs to replicate Hansen's example of threshold break in panel data
     Statistical Software Components, Boston College Department of Economics
215. RATS programs to replicate Hansen's examples of Andrews-Ploberger test
     Statistical Software Components, Boston College Department of Economics
216. RATS programs to replicate Hansen's threshold estimation and testing results
     Statistical Software Components, Boston College Department of Economics
217. RATS programs to replicate Hansen/Seo paper on threshold cointegration
     Statistical Software Components, Boston College Department of Economics
218. RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model
     Statistical Software Components, Boston College Department of Economics
219. RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility
     Statistical Software Components, Boston College Department of Economics
220. RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results
     Statistical Software Components, Boston College Department of Economics
221. RATS programs to replicate Krolzig MS-VAR's for six country models
     Statistical Software Components, Boston College Department of Economics
222. RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts
     Statistical Software Components, Boston College Department of Economics
223. RATS programs to replicate Mark-Sul(2003) panel DOLS
     Statistical Software Components, Boston College Department of Economics
224. RATS programs to replicate Michael-Nobay-Peel ESTAR models
     Statistical Software Components, Boston College Department of Economics
225. RATS programs to replicate Morley-Nelson-Zivot state space decomposition
     Statistical Software Components, Boston College Department of Economics
226. RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR
     Statistical Software Components, Boston College Department of Economics
227. RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients
     Statistical Software Components, Boston College Department of Economics
228. RATS programs to replicate Papell and Prodan one and two break unit root tests
     Statistical Software Components, Boston College Department of Economics
229. RATS programs to replicate Pedroni PPP tests on panel data
     Statistical Software Components, Boston College Department of Economics
230. RATS programs to replicate Perron-Wada state space model
     Statistical Software Components, Boston College Department of Economics
231. RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data
     Statistical Software Components, Boston College Department of Economics
232. RATS programs to replicate Quah and Vahey core inflation estimation
     Statistical Software Components, Boston College Department of Economics
233. RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses"
     Statistical Software Components, Boston College Department of Economics
234. RATS programs to replicate Sinclair(2009) bivariate state-space model
     Statistical Software Components, Boston College Department of Economics
235. RATS programs to replicate Terasvirta's 1994 STAR model results
     Statistical Software Components, Boston College Department of Economics
236. RATS programs to replicate Tsay's 1998 multivariate threshold results
     Statistical Software Components, Boston College Department of Economics
237. RATS programs to replicate Tse's constant correlation GARCH test results
     Statistical Software Components, Boston College Department of Economics
238. RATS programs to replicate Uhlig's VAR identification technique
     Statistical Software Components, Boston College Department of Economics
239. RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)
     Statistical Software Components, Boston College Department of Economics
240. RATS programs to replicate Wright's Alternative Variance Ratio test results
     Statistical Software Components, Boston College Department of Economics
241. RATS programs to replicate examples of Bai-Perron procedure
     Statistical Software Components, Boston College Department of Economics
242. RATS programs to replicate results from Gregory and Hansen(1996) JOE article
     Statistical Software Components, Boston College Department of Economics
243. RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap
     Statistical Software Components, Boston College Department of Economics
244. RATS programs to replicates Gali's AEA 1999 VAR results
     Statistical Software Components, Boston College Department of Economics
245. REGEXACTDW: RATS procedure to compute the exact significance level for the Durbin-Watson
     Statistical Software Components, Boston College Department of Economics
246. REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values
     Statistical Software Components, Boston College Department of Economics
247. REGPCSE: RATS procedure to compute panel-corrected standard error calculation
     Statistical Software Components, Boston College Department of Economics
248. REGRESET: RATS procedure to perform Ramsey RESET test on regression
     Statistical Software Components, Boston College Department of Economics
249. REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis
     Statistical Software Components, Boston College Department of Economics
250. REGWHITENNTEST: RATS procedure to perform White neural network test on regression
     Statistical Software Components, Boston College Department of Economics
251. REGWHITETEST: RATS procedure to perform White heteroscedasticity test on regression
     Statistical Software Components, Boston College Department of Economics
252. REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression
     Statistical Software Components, Boston College Department of Economics
253. RGSE: RATS procedure to compute fractional differencing parameter using semiparametric methods
     Statistical Software Components, Boston College Department of Economics
254. ROBUSTLMTEST: RATS procedure to perform robust LM test for orthogonality of residuals and input series
     Statistical Software Components, Boston College Department of Economics
255. ROLLREG: RATS procedure to compute rolling regressions for least squares
     Statistical Software Components, Boston College Department of Economics
256. RRGQTEST: RATS procedure to compute a Goldfeld-Quandt test on recursive residuals
     Statistical Software Components, Boston College Department of Economics
257. RSSTATISTIC: RATS procedure to compute R/S Statistic (classical or Lo's modified)
     Statistical Software Components, Boston College Department of Economics
258. RUNTEST: RATS procedure to compute a run test for a two-state series
     Statistical Software Components, Boston College Department of Economics
259. SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions
     Statistical Software Components, Boston College Department of Economics
260. SPECFORE: RATS procedure to compute forecasts using spectral techniques
     Statistical Software Components, Boston College Department of Economics
261. SPECTRUM: RATS procedure to compute/graph spectral density
     Statistical Software Components, Boston College Department of Economics
262. SSMSPECTRUM: RATS procedure to compute multivariate spectral density of a state space model
     Statistical Software Components, Boston College Department of Economics
263. STABTEST: RATS procedure to perform Hansen's stability test for OLS
     Statistical Software Components, Boston College Department of Economics
264. STAMPDIAGS: RATS procedure to perform a standard battery of specification tests for a state space model
     Statistical Software Components, Boston College Department of Economics
265. STARTEST: RATS procedure to perform test for linearity vs. LSTAR or ESTAR
     Statistical Software Components, Boston College Department of Economics
266. STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model
     Statistical Software Components, Boston College Department of Economics
267. STOCKWAT: RATS procedure to perform Stock-Watson and Dickey-Fuller Unit Root Tests
     Statistical Software Components, Boston College Department of Economics
268. STRUCTRESIDS: RATS procedure to compute structural residuals from standard residuals
     Statistical Software Components, Boston College Department of Economics
269. SURGIBBSSETUP: RATS procedure to set up Gibbs sampler for SUR model
     Statistical Software Components, Boston College Department of Economics
270. SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set
     Statistical Software Components, Boston College Department of Economics
271. SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS
     Statistical Software Components, Boston College Department of Economics
272. SWTRENDS: RATS procedure to test cointegration rank using common trends analysis
     Statistical Software Components, Boston College Department of Economics
273. TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect
     Statistical Software Components, Boston College Department of Economics
274. THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break
     Statistical Software Components, Boston College Department of Economics
275. TSAYNLTEST: RATS procedure to perform Tsay test for neglected non-linearities
     Statistical Software Components, Boston College Department of Economics
276. TSAYTEST: RATS procedure to perform Tsay arranged regression test for threshold autoregression (TAR)
     Statistical Software Components, Boston College Department of Economics
277. TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model
     Statistical Software Components, Boston College Department of Economics
278. UFOREERRORS: RATS procedure to compute forecast errors for a univariate model
     Statistical Software Components, Boston College Department of Economics
279. UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks
     Statistical Software Components, Boston College Department of Economics
280. UNIFORMPARMS: RATS procedure to compute required parameters for uniform distribution
     Statistical Software Components, Boston College Department of Economics
281. UNIQUEVALUES: RATS procedure to extract unique values from a series
     Statistical Software Components, Boston College Department of Economics
282. Unit Roots, Cointegration, VAR estimation and more
     Rats codes
283. VARBOOTSETUP: RATS procedure to set up a parallel system for bootstrapping a VAR
     Statistical Software Components, Boston College Department of Economics
284. VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR
     Statistical Software Components, Boston College Department of Economics
285. VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR
     Statistical Software Components, Boston College Department of Economics
286. VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR
     Statistical Software Components, Boston College Department of Economics
287. VARIMAX: RATS procedure to perform factor rotation using varimax criterion
     Statistical Software Components, Boston College Department of Economics
288. VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR
     Statistical Software Components, Boston College Department of Economics
289. VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method
     Statistical Software Components, Boston College Department of Economics
290. VARLAGSELECT: RATS procedure to select lag length for a VAR model
     Statistical Software Components, Boston College Department of Economics
291. VARMADLM: RATS procedure to analyze a VARMA using state-space techniques
     Statistical Software Components, Boston College Department of Economics
292. VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression
     Statistical Software Components, Boston College Department of Economics
293. VRATIO: RATS procedure to implement variance ratio unit root test procedure
     Statistical Software Components, Boston College Department of Economics
294. ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test
     Statistical Software Components, Boston College Department of Economics