Statistical Software Components
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- 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
- RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses"

- Tom Doan
- RATS programs to replicate Sinclair(2009) bivariate state-space model

- Tom Doan
- RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap

- Tom Doan
- RATS programs to replicate Terasvirta's 1994 STAR model results

- Tom Doan
- RATS programs to replicate Tsay's 1998 multivariate threshold results

- Tom Doan
- RATS programs to replicate Tse's constant correlation GARCH test results

- Tom Doan
- RATS programs to replicate Uhlig's VAR identification technique

- Tom Doan
- RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)

- Tom Doan
- RATS programs to replicate Wright's Alternative Variance Ratio test results

- Tom Doan
- RATS programs to replicates Gali's AEA 1999 VAR results

- Tom Doan
- RBC: Mathematica notebook to solve and simulate Real Business Cycle models

- Ibrahima Diallo
- RBIPROBIT: Stata module to estimate recursive bivariate probit regressions

- Mustafa Coban
- RBOUNDS: Stata module to perform Rosenbaum sensitivity analysis for average treatment effects on the treated

- Markus Gangl
- RC2: Stata module to estimate Goodman's Row and Columns model 2

- John Hendrickx
- RC_SPLINE: Stata module to generate restricted cubic splines

- William Dupont and Walton Plummer
- RCA: Stata module to compute various revealed comparative advantage (RCA) indices

- Muhammad Rashid Ansari